Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-17 | |
|---|---|
| Energy ETF | -0.043815 |
| Consumer Staples ETF | -0.096218 |
| Utilities ETF | -0.125888 |
| Health Care ETF | -0.134327 |
| Materials ETF | -0.161041 |
| SP600 | -0.165794 |
| Industrials ETF | -0.178228 |
| SP1500 | -0.184779 |
| Financials ETF | -0.187815 |
| SP500 | -0.189930 |
| Real Estate ETF | -0.190735 |
| SP400 | -0.192427 |
| Communication Services ETF | -0.226489 |
| Information Technology ETF | -0.232112 |
| Consumer Discretionary ETF | -0.260025 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
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<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Energy ETF | Consumer Staples ETF | Utilities ETF | Health Care ETF | Materials ETF | SP600 | Industrials ETF | SP1500 | Financials ETF | SP500 | Real Estate ETF | SP400 | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.010040 | 0.022113 | 0.072895 | 0.026999 | 0.018327 | 0.042167 | 0.030375 | 0.038955 | 0.030708 | 0.017375 | 0.031752 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | -0.012346 | 0.031518 | 0.040565 | 0.066617 | 0.064962 | 0.052781 | 0.044807 | 0.052789 | 0.045666 | 0.008095 | 0.035020 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.059268 | 0.000687 | 0.018576 | 0.071798 | 0.038747 | 0.066175 | 0.066880 | 0.073683 | 0.069917 | 0.012742 | 0.074139 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.073521 | -0.033734 | -0.020049 | -0.072483 | -0.011631 | -0.033542 | -0.021321 | -0.015065 | -0.024130 | -0.086159 | -0.003978 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.006353 | 0.053422 | 0.055259 | 0.036210 | 0.106722 | -0.008057 | 0.052094 | -0.011331 | 0.047568 | 0.094633 | 0.045520 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.050064 | 0.019751 | 0.137698 | 0.007338 | 0.032842 | 0.094874 | 0.070536 | 0.031675 | 0.078236 | 0.000044 | 0.032902 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | -0.055862 | 0.009925 | -0.108129 | -0.154310 | -0.193040 | -0.183620 | -0.142834 | -0.138848 | -0.137319 | -0.058855 | -0.172165 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.111156 | 0.103055 | 0.081835 | 0.126958 | 0.124660 | 0.183161 | 0.151853 | 0.109942 | 0.144236 | 0.173365 | 0.157497 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.036556 | 0.035855 | 0.017469 | 0.040951 | 0.010843 | 0.034436 | 0.039106 | 0.067026 | 0.040369 | 0.015389 | 0.030815 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.056319 | 0.090872 | -0.035439 | -0.013089 | -0.004200 | 0.004465 | 0.006291 | 0.013235 | 0.011423 | 0.075811 | -0.009122 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.036517 | 0.002011 | 0.147851 | 0.066971 | 0.082573 | 0.058155 | 0.090490 | 0.096390 | 0.089876 | 0.005745 | 0.066590 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141472 | -0.141270 | -0.131539 | -0.278876 | -0.328050 | -0.279339 | -0.205302 | -0.330709 | -0.194477 | -0.241350 | -0.247693 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.094561 | 0.024507 | 0.164463 | 0.260712 | 0.223617 | 0.182339 | 0.206715 | 0.135641 | 0.201618 | 0.135399 | 0.259149 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.098022 | 0.051209 | 0.062281 | 0.120651 | 0.032878 | 0.118587 | 0.086119 | 0.028859 | 0.090383 | 0.013268 | 0.068091 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.074374 | 0.073335 | 0.101111 | 0.172363 | 0.312278 | 0.178685 | 0.132216 | 0.253698 | 0.121185 | 0.092916 | 0.211458 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.030385 | 0.031042 | 0.025327 | 0.105419 | 0.184526 | 0.116450 | 0.070761 | 0.165207 | 0.063518 | 0.087920 | 0.084662 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | 0.029888 | -0.005272 | 0.083442 | 0.049264 | 0.043034 | 0.040613 | 0.080495 | 0.074954 | 0.083593 | 0.115985 | 0.033635 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | -0.018026 | 0.002739 | 0.000121 | -0.041816 | -0.030694 | -0.043573 | 0.000378 | 0.024323 | 0.002523 | -0.000098 | -0.024123 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.115277 | 0.124048 | 0.077925 | 0.136524 | 0.049293 | 0.080207 | 0.103038 | 0.042310 | 0.106772 | 0.139811 | 0.077726 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | -0.019862 | 0.034591 | -0.045192 | -0.014374 | -0.058344 | -0.041831 | -0.049102 | -0.032929 | -0.049099 | -0.065856 | -0.089783 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-17 00:00:00 | -0.043815 | -0.096218 | -0.125888 | -0.134327 | -0.161041 | -0.165794 | -0.178228 | -0.184779 | -0.187815 | -0.189930 | -0.190735 | -0.192427 | -0.226489 | -0.232112 | -0.260025 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Consumer Staples ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Utilities ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Health Care ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | Materials ETF |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | SP600 |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP1500 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | Financials ETF |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Real Estate ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | SP400 |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-17 | |
|---|---|
| Information Technology ETF | 0.105318 |
| Consumer Discretionary ETF | 0.103945 |
| Energy ETF | 0.083099 |
| Materials ETF | 0.071426 |
| SP1500 | 0.070498 |
| SP500 | 0.069644 |
| SP600 | 0.069416 |
| SP400 | 0.069126 |
| Health Care ETF | 0.067854 |
| Communication Services ETF | 0.065505 |
| Real Estate ETF | 0.065298 |
| Financials ETF | 0.052571 |
| Industrials ETF | 0.050194 |
| Consumer Staples ETF | 0.030500 |
| Utilities ETF | 0.022444 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -3.791861 |
| 1 | SP1500 | SPTM | -3.879022 |
| 2 | SP400 | MDYG | -5.134573 |
| 3 | SP600 | SLY | -5.242200 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | -0.123306 | Energy ETF |
| 2 | VDC | -2.283970 | Consumer Staples ETF |
| 10 | VPU | -2.520459 | Utilities ETF |
| 9 | VNQ | -3.053370 | Real Estate ETF |
| 8 | VAW | -3.165271 | Materials ETF |
| 5 | VHT | -3.323632 | Health Care ETF |
| 6 | VIS | -4.514668 | Industrials ETF |
| 4 | VFH | -4.617891 | Financials ETF |
| 1 | VCR | -4.721407 | Consumer Discretionary ETF |
| 7 | VGT | -4.954472 | Information Technology ETF |
| 0 | VOX | -8.783598 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
0.051078501531639196
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
'90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
'30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
'1YMF', 'Market Index', 'Sector'],
dtype='object')
| latest_p | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | adf | hurst | Sector | Market Index | index | index_Symbol | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||||
| ACC | 64.230003 | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 2.134689 | 0.978004 | 0.420279 | Real Estate | SP400 | NaN | NaN |
| MTOR | 35.939999 | 32.93 | 36.279999 | 36.279999 | 5.065223 | 1.664475 | 0.319063 | 0.43585 | error | SP600 | NaN | NaN |
| TVTY | 32.130001 | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.643789 | 0.518794 | 0.448871 | error | SP600 | NaN | NaN |
| BANF | 94.860001 | 77.379997 | 86.82 | 86.82 | 2.011991 | 1.135864 | 0.955166 | 0.536352 | error | SP600 | NaN | NaN |
| Y | 830.5 | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 1.56538 | 0.382688 | 0.459685 | Financial Services | SP400 | NaN | NaN |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| ODFL | NaN | NaN | NaN | NaN | -5.178995 | NaN | NaN | NaN | Industrials | NaN | SP500 | SPY |
| EW | NaN | NaN | NaN | NaN | -2.677285 | NaN | NaN | NaN | Healthcare | NaN | SP500 | SPY |
| PCRX | NaN | NaN | NaN | NaN | -2.849253 | NaN | NaN | NaN | Healthcare | NaN | SP600 | SLY |
| CBOE | NaN | NaN | NaN | NaN | -4.539896 | NaN | NaN | NaN | Financial Services | NaN | SP500 | SPY |
| PCAR | NaN | NaN | NaN | NaN | -4.010257 | NaN | NaN | NaN | Industrials | NaN | SP500 | SPY |
1555 rows × 12 columns
temp_sm
| index | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | risk_per_share | volume_factor | |
|---|---|---|---|---|---|---|---|
| Symbol | |||||||
| A | 2022-06-17 | 147.679993 | 179.570007 | 179.570007 | -9.088903 | 18.559998 | 1.131711 |
| AA | 2022-06-17 | 44.419998 | 98.089996 | 98.089996 | -3.704472 | 25.040001 | 0.98632 |
| AAL | 2022-06-17 | 22.549999 | 22.549999 | 22.549999 | -3.126898 | 9.219999 | 0.707794 |
| AAN | 2022-06-17 | NaN | 35.439999 | 35.439999 | NaN | 6.969999 | NaN |
| AAON | 2022-06-17 | 81.25 | 83.790001 | 83.790001 | -10.22921 | 9.380001 | 1.041044 |
| ... | ... | ... | ... | ... | ... | ... | ... |
| ZIMV | 2022-06-17 | NaN | NaN | NaN | NaN | 7.92 | NaN |
| ZION | 2022-06-17 | 60.650002 | 75.440002 | 75.440002 | -4.600841 | 11.900002 | 0.978199 |
| ZTS | 2022-06-17 | 187.320007 | 249.270004 | 249.270004 | -6.71488 | 31.180008 | 1.095466 |
| ZUMZ | 2022-06-17 | 50.060001 | 55.099998 | 55.099998 | -5.921479 | 12.989998 | 1.674903 |
| ZYXI | 2022-06-17 | 16.263636 | 16.263636 | 16.263636 | -10.695845 | 2.43 | 0.673641 |
1519 rows × 7 columns
Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
| MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | risk_per_share | volume_factor | index | sector | sector_risk_trend_factor | index | Sector | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | |||||||||||
| ACC | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 1.23 | 2.134689 | VNQ | MDYG | -3.05337 | SP400 | Real Estate |
| MTOR | 32.93 | 36.279999 | 36.279999 | 5.065223 | 0.459999 | 1.664475 | error | SLY | error | SP600 | error |
| TVTY | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.170002 | 1.643789 | error | SLY | error | SP600 | error |
| BANF | 77.379997 | 86.82 | 86.82 | 2.011991 | 16.68 | 1.135864 | error | SLY | error | SP600 | error |
| Y | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 15.72998 | 1.56538 | VFH | MDYG | -4.617891 | SP400 | Financial Services |
| SAFM | 177.479996 | 200.0 | 200.0 | 1.751569 | 27.089996 | 1.334104 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| SJI | 29.24 | 35.32 | 35.32 | 1.295238 | 2.100002 | 0.791297 | error | SLY | error | SP600 | error |
| LNTH | 25.790001 | 64.139999 | 69.738998 | 1.178774 | 19.079998 | 1.823238 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ROG | 206.130005 | 274.51001 | 274.51001 | 1.068804 | 21.51001 | 0.980653 | error | SLY | error | SP600 | error |
| TWI | 11.82 | 15.77 | 18.889999 | 0.931088 | 6.53 | 1.389288 | VIS | SLY | -4.514668 | SP600 | Industrials |
| PBF | 18.780001 | 30.129999 | 32.41 | 0.887657 | 19.849998 | 0.835417 | VDE | SLY | -0.123306 | SP600 | Energy |
| GO | 36.77 | 36.77 | 37.82 | 0.842135 | 10.793999 | 1.191531 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| HRB | 26.23 | 28.17 | 34.959999 | 0.731411 | 13.180002 | 0.963511 | VCR | MDYG | -4.721407 | SP400 | Consumer Cyclical |
| AZPN | 162.559998 | 169.220001 | 191.460007 | 0.719312 | 61.670013 | 0.677612 | VGT | MDYG | -4.954472 | SP400 | Technology |
| CEIX | 18.93 | 50.389999 | 55.259998 | 0.677246 | 20.48 | 1.548727 | VDE | SLY | -0.123306 | SP600 | Energy |
| PSB | 165.850006 | 189.229996 | 189.830002 | 0.57675 | 22.279999 | 2.540601 | error | MDYG | error | SP400 | error |
| MCK | 204.660004 | 333.440002 | 339.940002 | 0.573819 | 41.25 | 1.048139 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| GCP | 27.780001 | 32.279999 | 32.279999 | 0.502796 | 0.895 | 1.87078 | error | SLY | error | SP600 | error |
| WRB | 54.953335 | 71.269997 | 71.529999 | 0.374885 | 7.220001 | 1.220256 | VFH | SPY | -4.617891 | SP500 | Financial Services |
| FCN | 147.380005 | 167.279999 | 170.649994 | 0.359043 | 18.800003 | 0.694756 | error | MDYG | error | SP400 | error |
| XOM | 64.800003 | 91.510002 | 92.919998 | 0.347413 | 26.279999 | 1.153813 | VDE | SPY | -0.123306 | SP500 | Energy |
| MANT | 92.0 | 92.0 | 94.730003 | 0.320637 | 17.590004 | 2.782348 | VGT | SLY | -4.954472 | SP600 | Technology |
| SM | 24.780001 | 43.689999 | 43.689999 | 0.305033 | 22.850002 | 0.640686 | VDE | SLY | -0.123306 | SP600 | Energy |
| DINO | 39.389999 | 40.950001 | 48.290001 | 0.269915 | 23.599998 | 1.094012 | VDE | MDYG | -0.123306 | SP400 | Energy |
| PLAB | 14.56 | 20.299999 | 20.299999 | 0.264129 | 8.670001 | 2.163783 | VGT | SLY | -4.954472 | SP600 | Technology |
| MPC | 64.839996 | 91.879997 | 98.290001 | 0.209274 | 32.779999 | 1.221452 | VDE | SPY | -0.123306 | SP500 | Energy |
| LLY | 235.850006 | 314.0 | 314.0 | 0.187301 | 47.25 | 0.967658 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| VLO | 84.949997 | 111.519997 | 131.690002 | 0.182835 | 50.099998 | 1.3872 | VDE | SPY | -0.123306 | SP500 | Energy |
| APA | 24.299999 | 45.220001 | 45.27 | 0.181301 | 15.830002 | 0.999608 | VDE | SPY | -0.123306 | SP500 | Energy |
| PPC | 26.280001 | 29.700001 | 30.559999 | 0.177885 | 8.32 | 1.275425 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| MRO | 14.16 | 27.719999 | 29.0 | 0.151107 | 10.390001 | 1.000459 | VDE | SPY | -0.123306 | SP500 | Energy |
| DVN | 31.99 | 64.980003 | 73.18 | 0.148782 | 26.280003 | 1.104104 | VDE | SPY | -0.123306 | SP500 | Energy |
| UTHR | 212.619995 | 218.380005 | 218.380005 | 0.139402 | 62.839996 | 1.481235 | VHT | MDYG | -3.323632 | SP400 | Healthcare |
| VIVO | 27.450001 | 28.719999 | 28.719999 | 0.109712 | 5.559999 | 0.591657 | error | SLY | error | SP600 | error |
| ROCC | 25.59 | 42.66 | 42.66 | 0.108216 | 23.564001 | 1.213679 | VDE | SLY | -0.123306 | SP600 | Energy |
| COP | 61.779999 | 107.519997 | 108.300003 | 0.10252 | 35.310005 | 0.95084 | VDE | SPY | -0.123306 | SP500 | Energy |
| OXY | 32.52 | 63.240002 | 69.169998 | 0.093736 | 22.510002 | 1.190976 | VDE | SPY | -0.123306 | SP500 | Energy |
| MGPI | 76.68 | 97.610001 | 104.0 | 0.074244 | 15.220001 | 1.204144 | error | SLY | error | SP600 | error |
| MTDR | 34.91 | 59.119999 | 59.27 | 0.012469 | 24.059998 | 0.702256 | VDE | MDYG | -0.123306 | SP400 | Energy |
| CIVI | 50.98 | 66.419998 | 67.610001 | -0.161203 | 29.590004 | 1.757641 | VDE | SLY | -0.123306 | SP600 | Energy |
| AZO | 1542.300049 | 2267.22998 | 2267.399902 | -0.188687 | 526.160034 | 1.078463 | VCR | SPY | -4.721407 | SP500 | Consumer Cyclical |
| MUSA | 159.0 | 249.110001 | 262.579987 | -0.239876 | 45.189987 | 1.334565 | VCR | MDYG | -4.721407 | SP400 | Consumer Cyclical |
| UFCS | 32.93 | 32.93 | 32.93 | -0.241611 | 4.470001 | 1.187165 | error | SLY | error | SP600 | error |
| CVBF | 24.370001 | 24.370001 | 24.370001 | -0.307694 | 2.34 | 1.598852 | VFH | SLY | -4.617891 | SP600 | Financial Services |
| EOG | 87.989998 | 127.949997 | 132.350006 | -0.308981 | 42.980003 | 0.966433 | VDE | SPY | -0.123306 | SP500 | Energy |
| CYTK | 30.139999 | 47.900002 | 47.900002 | -0.373333 | 11.25 | 0.618546 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ULTA | 351.720001 | 437.220001 | 438.630005 | -0.406162 | 98.680023 | 1.308411 | VCR | SPY | -4.721407 | SP500 | Consumer Cyclical |
| EQT | 23.24 | 45.5 | 45.5 | -0.406587 | 15.790001 | 1.286201 | VDE | MDYG | -0.123306 | SP400 | Energy |
| PTEN | 10.99 | 18.719999 | 18.77 | -0.410714 | 6.72 | 1.071603 | VDE | SLY | -0.123306 | SP600 | Energy |
| LPI | 75.059998 | 99.260002 | 99.260002 | -0.436873 | 66.77 | 1.480449 | VDE | SLY | -0.123306 | SP600 | Energy |
| NTCT | 31.91 | 34.869999 | 35.349998 | -0.451351 | 7.4 | 1.227115 | VGT | SLY | -4.954472 | SP600 | Technology |
| BMY | 67.959999 | 78.129997 | 78.470001 | -0.471015 | 6.900002 | 1.240092 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| PSX | 94.339996 | 94.339996 | 98.660004 | -0.476348 | 33.190002 | 1.286747 | VDE | SPY | -0.123306 | SP500 | Energy |
| NOC | 379.029999 | 490.820007 | 490.820007 | -0.478305 | 60.379974 | 0.996341 | VIS | SPY | -4.514668 | SP500 | Industrials |
| SNEX | 70.470001 | 77.5 | 77.5 | -0.482537 | 14.030006 | 1.141643 | error | SLY | error | SP600 | error |
| TALO | 18.24 | 20.6 | 21.370001 | -0.496599 | 8.82 | 1.661246 | VDE | SLY | -0.123306 | SP600 | Energy |
| FANG | 92.309998 | 147.990005 | 147.990005 | -0.501874 | 42.680008 | 1.13222 | VDE | SPY | -0.123306 | SP500 | Energy |
| CVX | 113.110001 | 174.759995 | 175.649994 | -0.502048 | 36.610001 | 1.062215 | VDE | SPY | -0.123306 | SP500 | Energy |
| CTRA | 20.33 | 31.42 | 33.0 | -0.506416 | 10.129999 | 1.576163 | VDE | SPY | -0.123306 | SP500 | Energy |
| DLTR | 120.370003 | 177.149994 | 177.190002 | -0.509804 | 47.939995 | 1.139688 | VDC | SPY | -2.28397 | SP500 | Consumer Defensive |
| EXLS | 108.07 | 153.139999 | 154.979996 | -0.516764 | 25.949997 | 1.162846 | error | SLY | error | SP600 | error |
| PDCE | 49.919998 | 79.389999 | 79.389999 | -0.539647 | 26.610001 | 1.314132 | VDE | MDYG | -0.123306 | SP400 | Energy |
| SAFT | 87.980003 | 93.18 | 93.18 | -0.545302 | 11.920006 | 1.224409 | error | SLY | error | SP600 | error |
| RRC | 16.32 | 34.610001 | 34.610001 | -0.564298 | 11.819998 | 0.930726 | VDE | MDYG | -0.123306 | SP400 | Energy |
| HES | 90.970001 | 117.059998 | 119.43 | -0.576982 | 32.670006 | 1.067832 | VDE | SPY | -0.123306 | SP500 | Energy |
| VRTX | 234.580002 | 292.75 | 292.75 | -0.630965 | 48.830002 | 0.879467 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| HALO | 46.619999 | 46.619999 | 46.619999 | -0.639725 | 11.630001 | 0.928279 | VHT | MDYG | -3.323632 | SP400 | Healthcare |
| CSL | 197.210007 | 260.690002 | 275.130005 | -0.659255 | 44.520004 | 0.893561 | VIS | MDYG | -4.514668 | SP400 | Industrials |
| NFG | 55.220001 | 74.32 | 74.32 | -0.690476 | 10.919998 | 1.09896 | VDE | MDYG | -0.123306 | SP400 | Energy |
| CAL | 28.34 | 29.360001 | 29.360001 | -0.694553 | 10.280001 | 1.602114 | VCR | SLY | -4.721407 | SP600 | Consumer Cyclical |
| UNM | 31.98 | 34.029999 | 36.73 | -0.695054 | 7.280003 | 0.872299 | VFH | MDYG | -4.617891 | SP400 | Financial Services |
| HSY | 175.550003 | 231.0 | 231.600006 | -0.706836 | 28.380005 | 1.169855 | VDC | SPY | -2.28397 | SP500 | Consumer Defensive |
| GFF | 29.190001 | 29.42 | 31.700001 | -0.713654 | 15.820002 | 1.243283 | VIS | SLY | -4.514668 | SP600 | Industrials |
| PXD | 175.369995 | 260.0 | 279.980011 | -0.727749 | 68.759995 | 1.317982 | VDE | SPY | -0.123306 | SP500 | Energy |
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
totalAssets trailingPE
SPY 3.781762e+11 3.819317
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 365.859985 | 364.518828 | 396.470318 | 428.421808 | 419.420001 | 25.514981 | 368.390039 | 470.449963 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.183517 | 365.859985 | 1719938470.507812 | 0.369677 | 0.658465 | 0.422658 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 1596.0716274191827 2394.562471851756 test cv mean error, stdev (10 folds): 1700.9872506465222 2487.2161986245947 sell date: 2022-09-23 expected return: 0.012609898116259509 discounted return: 0.00012919448362835873 quarter return: 1.011956033500666
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
totalAssets
SPTM 5.538233e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.310001 | 44.984943 | 48.919841 | 52.854739 | 51.683968 | 3.088065 | 45.507837 | 57.860099 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.653055 | 45.310001 | 10189559.179688 | 0.388272 | 0.658826 | 0.429487 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 26.39441594514144 42.33055953910225 test cv mean error, stdev (10 folds): 28.190454062363578 43.99523397061348 sell date: 2022-09-23 expected return: 0.010819797251917467 discounted return: 0.00011095133058369733 quarter return: 1.0102592248470592
symbol: MDYG sector: error sector: error Index: SP400 vol_30d_2yr: 4938966.40625 Sector 1YMF: -69.05999755859375 1YMF: -69.05999755859375 risk trend factor: -5.134573474205833 Empty DataFrame Columns: [] Index: [MDYG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 59.93 | 59.511554 | 65.413016 | 71.314478 | 69.046349 | 4.323319 | 60.399712 | 77.692987 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.576598 | 59.93 | 4938966.40625 | 0.256027 | 0.494117 | 0.451147 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 85.23639796405821 165.1931289207267 test cv mean error, stdev (10 folds): 92.56630045262767 171.54196178018105 sell date: 2022-08-26 expected return: 0.08365938612054122 discounted return: 0.0011650786730228457 quarter return: 1.1130732080891566
symbol: SLY sector: error sector: error Index: SP600 vol_30d_2yr: 1808137.109375 Sector 1YMF: -77.27001953125 1YMF: -77.27001953125 risk trend factor: -5.242200185196592 Empty DataFrame Columns: [] Index: [SLY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 78.089996 | 78.068302 | 85.071269 | 92.074236 | 88.226349 | 4.474948 | 79.276452 | 97.176246 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.23276 | 78.089996 | 1808137.109375 | 0.449524 | 0.532018 | 0.51304 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 128.19891410392745 187.56519320285497 test cv mean error, stdev (10 folds): 137.65292399200544 194.20507371501196 sell date: 2022-06-24 expected return: 0.0017720941375875762 discounted return: 0.0002951311811882906 quarter return: 1.0275199289237973
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
totalAssets trailingPE
VDE 1.106882e+10 8.493072
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.349998 | 106.909959 | 119.43381 | 131.957661 | 112.539048 | 6.727104 | 99.08484 | 125.993256 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 0.896641 | 102.349998 | 25785341.015625 | 0.70127 | 0.621023 | 0.512979 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 193.7677791961435 221.58392963783731 test cv mean error, stdev (10 folds): 212.28899085676767 224.13387420460697 sell date: 2022-06-24 expected return: 1.90756226590671e-05 discounted return: 3.1792451740120242e-06 quarter return: 1.000292532870458
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 177.059998 | 176.153403 | 185.845715 | 195.538026 | 194.674128 | 7.920194 | 178.833739 | 210.514517 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.413592 | 177.059998 | 3264449.609375 | 0.48903 | 0.752482 | 0.355797 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 191.4979112634542 238.74580654353574 test cv mean error, stdev (10 folds): 195.94534280335694 249.96392830264483 sell date: 2022-08-12 expected return: 0.03173660560517127 discounted return: 0.0005682233296850914 quarter return: 1.0536514465752513
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
totalAssets
VPU 7.854255e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 141.440002 | 142.694749 | 156.469524 | 170.244299 | 158.564286 | 5.736683 | 147.09092 | 170.037651 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.250581 | 141.440002 | 5031661.71875 | 0.451674 | 0.569436 | 0.290073 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 259.9034946148252 631.266718476635 test cv mean error, stdev (10 folds): 285.00332045950483 656.8252852895172 sell date: 2022-07-01 expected return: 0.026860038182346727 discounted return: 0.0020409753036201295 quarter return: 1.2063247872828784
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
totalAssets
VNQ 7.839537e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.699997 | 86.580768 | 94.91381 | 103.246851 | 101.788572 | 7.189885 | 87.408801 | 116.168343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.231534 | 87.699997 | 102932828.515625 | 0.296727 | 0.445676 | 0.39584 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 153.28750939085472 322.62959820325 test cv mean error, stdev (10 folds): 167.1334773908058 335.24622008859063 sell date: 2022-09-02 expected return: 0.03485491172904534 discounted return: 0.0004509073516794082 quarter return: 1.0423461924237896
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 162.800003 | 163.360294 | 181.546031 | 199.731768 | 187.277779 | 8.558355 | 170.161068 | 204.394489 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.040096 | 162.800003 | 2683599.21875 | 0.553392 | 0.650248 | 0.42433 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 287.23750917230495 405.6415038695585 test cv mean error, stdev (10 folds): 311.0194778798581 418.06474407205803 sell date: 2022-07-22 expected return: 0.062301865982123776 discounted return: 0.001779172775185911 quarter return: 1.1776706438001052
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
totalAssets trailingPE
VHT 1.866525e+10 4.748669
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 220.210007 | 218.770447 | 234.353333 | 249.93622 | 243.78492 | 11.544258 | 220.696404 | 266.873435 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 1.223885 | 220.210007 | 5367987.5 | 0.406751 | 0.629182 | 0.332826 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 387.95682447809116 524.4913714720713 test cv mean error, stdev (10 folds): 393.71372312447875 549.7597247376215 sell date: 2022-09-16 expected return: 0.05878535463964933 discounted return: 0.0006348943405740659 quarter return: 1.0601302150853982
symbol: VIS sector: error sector: Industrials Index: nan vol_30d_2yr: 3372254.1015625 Sector 1YMF: -141.5800018310547 1YMF: -141.5800018310547 risk trend factor: -4.514668337867341 Empty DataFrame Columns: [] Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 159.809998 | 159.424409 | 172.598254 | 185.772099 | 181.362857 | 9.892736 | 161.577386 | 201.148329 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.869685 | 159.809998 | 3372254.101562 | 0.42518 | 0.484643 | 0.470479 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 486.58908964120036 806.4213625334521 test cv mean error, stdev (10 folds): 522.7693332022224 837.2262815693581 sell date: 2022-08-26 expected return: 0.07168349595243555 discounted return: 0.0010038480510021763 quarter return: 1.0967022221413307
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
totalAssets
VFH 1.046217e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 75.849998 | 74.907534 | 82.472858 | 90.038182 | 86.832222 | 5.55532 | 75.721582 | 97.942862 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.270717 | 75.849998 | 16520124.609375 | 0.43829 | 0.480904 | 0.491635 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 103.91258398370228 124.6246611164399 test cv mean error, stdev (10 folds): 110.84480948786195 128.6695386720602 sell date: 2022-06-24 expected return: 0.0036980731679567285 discounted return: 0.0006153979641310148 quarter return: 1.058231585076761
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
totalAssets
VCR 6.015592e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 225.869995 | 218.39857 | 242.946031 | 267.493493 | 271.133333 | 28.125894 | 214.881544 | 327.385121 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.292819 | 225.869995 | 2596418.164062 | 0.205768 | 0.641228 | 0.473825 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 1227.26264257436 1850.6109716481537 test cv mean error, stdev (10 folds): 1337.1747831112584 1906.3986362227797 sell date: 2022-08-05 expected return: 0.022549355093616153 discounted return: 0.00046466785822185663 quarter return: 1.0436659989392758
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
totalAssets
VGT 5.138536e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 319.809998 | 313.391914 | 345.179842 | 376.96777 | 371.755716 | 29.840347 | 312.075022 | 431.43641 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.152846 | 319.809998 | 14308852.539062 | 0.262275 | 0.685573 | 0.43018 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 1350.1936609353836 1233.3594889668884 test cv mean error, stdev (10 folds): 1427.6804086206787 1267.7724547418923 sell date: 2022-08-26 expected return: 0.0327109593312599 discounted return: 0.00046659206584798163 quarter return: 1.0438506864569341
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 92.860001 | 91.464788 | 99.415079 | 107.365371 | 107.439841 | 9.28909 | 88.861661 | 126.018022 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.840996 | 92.860001 | 4644931.835938 | 0.059723 | 0.708136 | 0.512969 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 132.73255032829235 122.26444955631752 test cv mean error, stdev (10 folds): 142.340035105828 124.21072039962147 sell date: 2022-08-26 expected return: 0.052466544660606414 discounted return: 0.000741383377643956 quarter return: 1.070560132013161
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
beta currentRatio debtToEquity dividendRate dividendYield \
ACC 1.00147 2.184 122.276 1.88 0.029
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
ACC 1.498 466354240 0.47421 98.81539 0.5349
grossProfits heldPercentInstitutions industry marketCap \
ACC 498042000 0.97986 REIT—Residential 8938053632
operatingMargins payoutRatio pegRatio priceToBook \
ACC 0.19318 4.7 1.96 2.993987
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ACC 9.088625 0.06005 1.888 0.01582
returnOnEquity revenueGrowth revenuePerShare sector \
ACC 0.01872 0.176 7.081 Real Estate
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ACC 139156992 0.86 87656000 0.63 4008523008
totalRevenue trailingPE
ACC 983433024 513.84
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.230003 | 64.240713 | 64.712222 | 65.183731 | 62.082857 | 3.916774 | 54.249309 | 69.916406 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.134689 | 64.230003 | 27009982.03125 | 0.97101 | 0.978004 | 0.420279 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -76.09000396728516 Sector Volume Factor: 1.2315342134094496 Sector Risk Trend Factor: -3.053370235265123 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 60.642543509569535 138.4797986966537 test cv mean error, stdev (10 folds): 66.26512803918772 144.03706611000356 sell date: 2022-09-02 expected return: 0.03505054443547022 discounted return: 0.0004533956570731412 quarter return: 1.0425847300311661
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 4.693018e+09 4.694242e+09 4.538210e+09
Total Liab 4.218002e+09 4.273301e+09 4.501487e+09
Total Stockholder Equity 3.093994e+09 3.117378e+09 2.982993e+09
Minority Interest 1.842520e+08 1.839070e+08 6.423900e+07
Deferred Long Term Liab 7.300000e+06 3.450000e+07 2.750000e+07
Total Assets 7.496248e+09 7.574586e+09 7.548719e+09
Common Stock 1.393000e+06 1.391000e+06 1.390000e+06
Other Current Assets 1.698800e+07 1.432600e+07 2.016300e+07
Other Liab 1.522020e+08 1.697290e+08 1.850330e+08
Treasury Stock -1.600417e+09 -1.578255e+09 -1.556607e+09
Other Assets 2.143290e+08 1.773490e+08 2.318220e+08
Cash 8.765600e+07 1.203510e+08 4.207300e+07
Total Current Liabilities 5.727700e+07 1.168230e+08 9.838000e+07
Other Stockholder Equity -1.596530e+09 -1.574312e+09 -1.551896e+09
Property Plant Equipment 7.156799e+09 7.198609e+09 7.232212e+09
Total Current Assets 1.251200e+08 1.678280e+08 8.468500e+07
Net Tangible Assets 3.093994e+09 3.086578e+09 2.982993e+09
Net Receivables 2.047600e+07 3.268700e+07 2.218800e+07
Long Term Debt 3.509626e+09 3.513684e+09 3.723677e+09
Accounts Payable 5.727700e+07 9.306700e+07 9.838000e+07
Intangible Assets NaN 3.080000e+07 NaN
2021-06-30
Capital Surplus 4.515450e+09
Total Liab 4.437234e+09
Total Stockholder Equity 3.035925e+09
Minority Interest 6.528200e+07
Deferred Long Term Liab 2.460000e+07
Total Assets 7.538441e+09
Common Stock 1.386000e+06
Other Current Assets 2.747600e+07
Other Liab 1.373950e+08
Treasury Stock -1.480911e+09
Other Assets 2.333970e+08
Cash 3.028300e+07
Total Current Liabilities 6.970500e+07
Other Stockholder Equity -1.476181e+09
Property Plant Equipment 7.237327e+09
Total Current Assets 6.771700e+07
Net Tangible Assets 3.035925e+09
Net Receivables 9.775000e+06
Long Term Debt 3.734507e+09
Accounts Payable 6.970500e+07
Intangible Assets NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 39183000.0 40712000.0
Change To Liabilities 0.0 -5928000.0
Total Cashflows From Investing Activities NaN -39104000.0
Net Borrowings NaN -203737000.0
Total Cash From Financing Activities NaN -2685000.0
Change To Operating Activities NaN -4668000.0
Issuance Of Stock NaN 1000.0
Change In Cash NaN 72441000.0
Total Cash From Operating Activities NaN 114230000.0
Depreciation NaN 69294000.0
Other Cashflows From Investing Activities NaN -436000.0
Dividends Paid NaN -65817000.0
Change To Account Receivables NaN 8001000.0
Other Cashflows From Financing Activities NaN 266868000.0
Change To Netincome NaN 5202000.0
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income -11439000.0 -9402000.0
Change To Liabilities 28335000.0 11132000.0
Total Cashflows From Investing Activities -57467000.0 -76294000.0
Net Borrowings -10415000.0 53424000.0
Total Cash From Financing Activities -57209000.0 17226000.0
Change To Operating Activities 40390000.0 -29447000.0
Issuance Of Stock 21198000.0 38476000.0
Change In Cash 4477000.0 -7470000.0
Total Cash From Operating Activities 119153000.0 51598000.0
Depreciation 69445000.0 68741000.0
Other Cashflows From Investing Activities 2944000.0 -961000.0
Dividends Paid -65948000.0 -65379000.0
Change To Account Receivables -12413000.0 3867000.0
Other Cashflows From Financing Activities -523000.0 -9295000.0
Change To Netincome 3365000.0 5289000.0
Repurchase Of Stock -1521000.0 -1521000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 208521000 -9402000
3Q2021 228877000 -11439000
4Q2021 272289000 40712000
1Q2022 273746000 39183000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 43060000.0 42051000.0 -13019000.0
Minority Interest 184252000.0 183907000.0 64239000.0
Net Income 39183000.0 40712000.0 -11439000.0
Selling General Administrative 9098000.0 25234000.0 10309000.0
Gross Profit 154845000.0 177993000.0 94800000.0
Ebit 75195000.0 80965000.0 15046000.0
Operating Income 75195000.0 80965000.0 15046000.0
Other Operating Expenses NaN 2500000.0 2500000.0
Interest Expense -31675000.0 -31922000.0 -30741000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 340000.0 340000.0 340000.0
Total Revenue 273746000.0 272289000.0 228877000.0
Total Operating Expenses 198551000.0 191324000.0 213831000.0
Cost Of Revenue 118901000.0 94296000.0 134077000.0
Total Other Income Expense Net -32135000.0 -38914000.0 -28065000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42720000.0 41711000.0 -13359000.0
Net Income Applicable To Common Shares 39183000.0 40299000.0 -12006000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -10712000.0
Minority Interest 65282000.0
Net Income -9402000.0
Selling General Administrative 12093000.0
Gross Profit 99534000.0
Ebit 18700000.0
Operating Income 18700000.0
Other Operating Expenses 2500000.0
Interest Expense -30658000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 341000.0
Total Revenue 208521000.0
Total Operating Expenses 189821000.0
Cost Of Revenue 108987000.0
Total Other Income Expense Net -29412000.0
Discontinued Operations None
Net Income From Continuing Ops -11053000.0
Net Income Applicable To Common Shares -9973000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Real Estate Index Fund 6638008 2022-01-30 0.0476
1 Vanguard Total Stock Market Index Fund 3960227 2021-12-30 0.0284
2 iShares Core S&P Midcap ETF 3862557 2022-01-30 0.0277
3 Vanguard Small-Cap Index Fund 3503603 2021-12-30 0.0251
4 Allspring Special Mid Cap Value Fund 3211005 2022-02-27 0.0230
5 Vanguard Small-Cap Growth Index Fund 2184685 2021-12-30 0.0157
6 Vanguard Extended Market Index Fund 1858080 2021-12-30 0.0133
7 JP Morgan Small Cap Equity Fund 1574099 2021-12-30 0.0113
8 SPDR S&P Mid Cap 400 ETF Trust 1194316 2022-01-30 0.0086
9 Price (T.Rowe) Small Cap Stock Fund 1085917 2021-12-30 0.0078
Value
0 346902298
1 226881404
2 201857228
3 200721415
4 172784179
5 125160603
6 106449403
7 90180131
8 62414954
9 62212184 ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 35.942037 | 36.098889 | 36.25574 | 35.883651 | 0.243988 | 35.395675 | 36.371626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.664475 | 35.939999 | 15456103.320312 | 0.980154 | 0.319063 | 0.43585 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 25.65779561194668 21.942882097397383 test cv mean error, stdev (10 folds): 25.484578190486864 23.006716636536158 sell date: 2022-07-22 expected return: 0.009446180653314162 discounted return: 0.00027656307402290636 quarter return: 1.0257666508377978
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.130001 | 31.878985 | 32.19127 | 32.503555 | 31.861111 | 0.826432 | 30.208246 | 33.513976 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 1.643789 | 32.130001 | 10900973.046875 | 0.966327 | 0.518794 | 0.448871 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 18.83227344372547 14.827822276471226 test cv mean error, stdev (10 folds): 19.958987625493084 15.095907110456098 sell date: 2022-08-05 expected return: 0.05408821482336362 discounted return: 0.0010980220080683 quarter return: 1.1062352736529146
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.860001 | 81.144325 | 89.856826 | 98.569327 | 85.566191 | 4.220089 | 77.126013 | 94.006368 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BANF | 1.135864 | 94.860001 | 2480755.664062 | 0.965783 | 0.955166 | 0.536352 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 111.50549198081326 87.12427024896579 test cv mean error, stdev (10 folds): 118.63567504629381 88.26362601419291 sell date: 2022-07-15 expected return: 0.022973657467744026 discounted return: 0.000841603444492911 quarter return: 1.0804687270711635
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
beta currentRatio debtToEquity earningsGrowth ebitda \
Y 0.663839 1.597 31.5 -0.433 1620000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
Y 0.13423 9.936376 90016496 0.44211 5101669000
heldPercentInstitutions industry marketCap \
Y 0.86723 Insurance—Property & Casualty 11220848640
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
Y 1928840960 0.11935 0 0.15 1.305451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.929715 0.0771 1.004 0.02938
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.11868 0.025 878.577 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13454900 2.32 2298860032 170.857 2822777088
totalRevenue trailingPE
Y 12069126144 12.311554
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 830.5 | 830.573879 | 833.250157 | 835.926435 | 838.613332 | 7.460501 | 823.69233 | 853.534333 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.56538 | 830.5 | 1623886.71875 | 0.919536 | 0.382688 | 0.459685 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 7631.685635736606 8525.188460803654 test cv mean error, stdev (10 folds): 8115.113080337962 8822.79372246698 sell date: 2022-08-05 expected return: 0.04148541188041907 discounted return: 0.0008471914721568385 quarter return: 1.0810238683982902
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
beta currentRatio debtToEquity dividendRate dividendYield \
SAFM 0.640199 5.529 0.877 1.76 0.0084
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFM 2.316 1342139008 0.23866 6.811968 669912512
grossMargins grossProfits heldPercentInstitutions industry \
SAFM 0.25714 907758000 0.8102 Packaged Foods
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
SAFM 4649520640 954787008 0.20787 0.0455 -0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
SAFM 1.97168 0.826786 0.15341 3.785
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
SAFM 0.30256 0.44602 0.358 255.051
sector sharesOutstanding shortRatio totalCash \
SAFM Consumer Defensive 22320200 4.01 829123968
totalCashPerShare totalDebt totalRevenue trailingPE
SAFM 37.147 20690000 5623608832 5.38993
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 208.309998 | 186.953267 | 199.289207 | 211.625148 | 191.30127 | 7.50937 | 176.282531 | 206.320009 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFM | 1.334104 | 208.309998 | 5061001.171875 | 0.98121 | 0.675913 | 0.476629 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 435.2291108176721 593.833764340624 test cv mean error, stdev (10 folds): 459.8899865755935 617.424203375141 sell date: 2022-06-24 expected return: -0.0012086240294819552 discounted return: -0.00020153885574014652 quarter return: 0.9816274284294342
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 34.200001 | 33.571564 | 34.29746 | 35.023356 | 34.252857 | 0.376732 | 33.499393 | 35.006321 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 0.791297 | 34.200001 | 26850614.0625 | 0.934426 | 0.172286 | 0.415691 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 8.124417003418456 7.859126305360561 test cv mean error, stdev (10 folds): 8.673775444676817 8.038839881457797 sell date: 2022-09-02 expected return: 0.062094459769236734 discounted return: 0.0007929835089000026 quarter return: 1.075650475691347
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.750453 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 18.234236 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.01237 Diagnostics & Research 4167462400
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.55 8.071249
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 7.695022 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 68634096 1.86 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.720001 | 58.693247 | 66.262412 | 73.831578 | 61.742857 | 5.236883 | 51.269091 | 72.216623 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 1.823238 | 60.720001 | 14149384.179688 | 0.79355 | 0.965336 | 0.533209 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 44.12135433697958 56.91591689823112 test cv mean error, stdev (10 folds): 42.361417550444955 59.40784968218662 sell date: 2022-09-23 expected return: 0.26388207127562513 discounted return: 0.0024172260009476254 quarter return: 1.2487167790741427
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 340204000.0 348510000.0 356883000.0
Capital Surplus 691516000.0 685472000.0 680819000.0
Total Liab 417316000.0 399345000.0 348472000.0
Total Stockholder Equity 515850000.0 464439000.0 499344000.0
Other Current Liab 89178000.0 NaN NaN
Total Assets 933166000.0 863784000.0 847816000.0
Common Stock 686000.0 677000.0 677000.0
Other Current Assets 12860000.0 2705000.0 12043000.0
Retained Earnings -178263000.0 -221225000.0 -181010000.0
Other Liab 64083000.0 129181000.0 88437000.0
Good Will 61189000.0 61189000.0 61189000.0
Treasury Stock 1911000.0 -485000.0 -1142000.0
Other Assets 78005000.0 92734000.0 103495000.0
Cash 105355000.0 98508000.0 91475000.0
Total Current Liabilities 177657000.0 90497000.0 76903000.0
Deferred Long Term Asset Charges 47868000.0 62764000.0 66493000.0
Short Long Term Debt 12500000.0 11607000.0 10766000.0
Other Stockholder Equity 1911000.0 -485000.0 -1142000.0
Property Plant Equipment 125634000.0 125560000.0 124728000.0
Total Current Assets 324747000.0 235791000.0 201521000.0
Long Term Investments 3387000.0 NaN NaN
Net Tangible Assets 114457000.0 54740000.0 81272000.0
Net Receivables 172283000.0 89336000.0 64054000.0
Long Term Debt 159165000.0 162729000.0 166479000.0
Inventory 34249000.0 35129000.0 33949000.0
Accounts Payable 22383000.0 20787000.0 20508000.0
2021-06-30
Intangible Assets 365259000.0
Capital Surplus 676059000.0
Total Liab 349662000.0
Total Stockholder Equity 508140000.0
Other Current Liab NaN
Total Assets 857802000.0
Common Stock 676000.0
Other Current Assets 8102000.0
Retained Earnings -167595000.0
Other Liab 106587000.0
Good Will 61189000.0
Treasury Stock -1000000.0
Other Assets 126648000.0
Cash 91500000.0
Total Current Liabilities 73826000.0
Deferred Long Term Asset Charges 64777000.0
Short Long Term Debt 11269000.0
Other Stockholder Equity -1000000.0
Property Plant Equipment 118493000.0
Total Current Assets 186213000.0
Long Term Investments NaN
Net Tangible Assets 81692000.0
Net Receivables 54892000.0
Long Term Debt 168514000.0
Inventory 31719000.0
Accounts Payable 21471000.0 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 2021-09-30 \
Change To Liabilities 1506000.0 649000.0 -1112000.0
Total Cashflows From Investing Activities -1390000.0 -4544000.0 -2420000.0
Net Borrowings -2609000.0 -2591000.0 -2620000.0
Total Cash From Financing Activities -2179000.0 -2100000.0 -1726000.0
Change To Operating Activities -1674000.0 10133000.0 3754000.0
Issuance Of Stock 5934000.0 678000.0 961000.0
Net Income 42962000.0 -40215000.0 -13415000.0
Change In Cash 6846000.0 7034000.0 -25000.0
Repurchase Of Stock -5504000.0 -187000.0 -67000.0
Effect Of Exchange Rate 151000.0 -211000.0 -219000.0
Total Cash From Operating Activities 10264000.0 13889000.0 4340000.0
Depreciation 11786000.0 12200000.0 12339000.0
Change To Inventory -1634000.0 -2924000.0 -2513000.0
Change To Account Receivables -85155000.0 -25381000.0 -9272000.0
Change To Netincome 42227000.0 59181000.0 14314000.0
Capital Expenditures -3190000.0 -4544000.0 -2420000.0
2021-06-30
Change To Liabilities 1778000.0
Total Cashflows From Investing Activities -2656000.0
Net Borrowings -2565000.0
Total Cash From Financing Activities -715000.0
Change To Operating Activities 9341000.0
Issuance Of Stock 2043000.0
Net Income -26657000.0
Change In Cash 22639000.0
Repurchase Of Stock -193000.0
Effect Of Exchange Rate 141000.0
Total Cash From Operating Activities 25869000.0
Depreciation 9626000.0
Change To Inventory -2001000.0
Change To Account Receivables 3897000.0
Change To Netincome 29700000.0
Capital Expenditures -2656000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 101064000 -26657000
3Q2021 102073000 -13415000
4Q2021 129562000 -40215000
1Q2022 208880000 42962000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development 12203000.0 11293000.0 11252000.0
Effect Of Accounting Charges None None None
Income Before Tax 57901000.0 -41007000.0 -19837000.0
Minority Interest None None None
Net Income 42962000.0 -40215000.0 -13415000.0
Selling General Administrative 57942000.0 42593000.0 36205000.0
Gross Profit 129070000.0 57908000.0 42669000.0
Ebit 58925000.0 4022000.0 -4788000.0
Operating Income 58925000.0 4022000.0 -4788000.0
Other Operating Expenses None None None
Interest Expense -1509000.0 -1528000.0 -1569000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 14939000.0 -792000.0 -6422000.0
Total Revenue 208880000.0 129562000.0 102073000.0
Total Operating Expenses 149955000.0 125540000.0 106861000.0
Cost Of Revenue 79810000.0 71654000.0 59404000.0
Total Other Income Expense Net -1024000.0 -45029000.0 -15049000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42962000.0 -40215000.0 -13415000.0
Net Income Applicable To Common Shares 42962000.0 -40215000.0 -13415000.0
2021-06-30
Research Development 12061000.0
Effect Of Accounting Charges None
Income Before Tax -28536000.0
Minority Interest None
Net Income -26657000.0
Selling General Administrative 60808000.0
Gross Profit 46088000.0
Ebit -26781000.0
Operating Income -26781000.0
Other Operating Expenses None
Interest Expense -1937000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -1879000.0
Total Revenue 101064000.0
Total Operating Expenses 127845000.0
Cost Of Revenue 54976000.0
Total Other Income Expense Net -1755000.0
Discontinued Operations None
Net Income From Continuing Ops -26657000.0
Net Income Applicable To Common Shares -26657000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 4760862 2022-01-30
1 Vanguard Total Stock Market Index Fund 1818068 2021-12-30
2 iShares Russell 2000 ETF 1546604 2022-01-30
3 Artisan International Small-Mid Fund 1430335 2021-12-30
4 Thrivent Small Cap Stock Fund 983011 2022-01-30
5 Vanguard Extended Market Index Fund 869393 2021-12-30
6 John Hancock Small Cap Core Fd 846280 2022-01-30
7 Blair (William) Mutual Funds,Inc-Small Cap Val... 724920 2022-02-27
8 Price (T.Rowe) Small-Cap Value Fund 720839 2021-12-30
9 Price (T.Rowe) Health Sciences Fund 720458 2021-12-30
% Out Value
0 0.0694 120973503
1 0.0265 52523984
2 0.0225 39299207
3 0.0208 41322378
4 0.0143 24978309
5 0.0127 25116763
6 0.0123 21503974
7 0.0106 34665674
8 0.0105 20825038
9 0.0105 20814031 ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 259.380005 | 254.172765 | 260.19492 | 266.217074 | 267.576983 | 6.298768 | 254.979447 | 280.17452 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROG | 0.980653 | 259.380005 | 3248345.898438 | 0.91539 | 0.71811 | 0.478768 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 1011.9720205311853 1503.6247098356484 test cv mean error, stdev (10 folds): 1106.8167127613508 1545.32393368847 sell date: 2022-09-23 expected return: 0.1391103510623887 discounted return: 0.0013436602947727305 quarter return: 1.131488216494553
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
beta currentRatio debtToEquity earningsGrowth ebitda \
TWI 2.412885 1.853 219.119 0.682 163579008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
TWI 0.08464 8.09589 -24455124 0.13457 227051000
heldPercentInstitutions industry marketCap \
TWI 0.77816 Farm & Heavy Construction Machinery 1110906752
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
TWI 8171000 0.06043 0 0.38 4.470499
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.574797 0.03101 0.829 0.06237
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.28169 0.378 30.825 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62656900 2.29 98144000 1.566 538417984
totalRevenue trailingPE
TWI 1932694016 18.801697
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 17.52 | 16.247353 | 18.072381 | 19.897408 | 15.954921 | 1.924943 | 12.105034 | 19.804807 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 1.389288 | 17.52 | 10530212.5 | 0.876816 | 0.791457 | 0.500704 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 4.4397757974774485 6.24831348618501 test cv mean error, stdev (10 folds): 4.868334990724327 6.397286244207556 sell date: 2022-09-23 expected return: 0.40453744844593575 discounted return: 0.0035082843170333167 quarter return: 1.3801570639888343
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 11.930909
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80139
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 3964366848 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.18 2.070946
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.125972 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 15.904024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.98 | 27.175062 | 35.668889 | 44.162716 | 29.964286 | 5.34115 | 19.281986 | 40.646585 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.835417 | 32.98 | 92668774.023438 | 0.721917 | 0.581704 | 0.554972 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 32.03876276506622 24.823205586847095 test cv mean error, stdev (10 folds): 30.71500796571063 25.661938537196313 sell date: 2022-06-24 expected return: -0.0025007517238123207 discounted return: -0.00041722690767520554 quarter return: 0.962334779386255
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
beta currentRatio debtToEquity earningsGrowth ebitda \
GO -0.204778 1.904 144.187 -0.368 158646000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
GO 0.05023 34.782608 -14480875 0.30639 948786000
heldPercentInstitutions industry marketCap operatingCashflow \
GO 1.0557 Grocery Stores 3854695936 175503008
operatingMargins payoutRatio pegRatio priceToBook \
GO 0.02681 0 3.5 3.760813
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
GO 1.220403 0.01741 0.611 0.02033
returnOnEquity revenueGrowth revenuePerShare sector \
GO 0.05577 0.105 32.914 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GO 96367400 6.55 137996000 1.432 1476578944
totalRevenue trailingPE
GO 3158543104 71.42857
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.150002 | 35.915072 | 38.024936 | 40.134801 | 35.226667 | 2.439389 | 30.347888 | 40.105445 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GO | 1.191531 | 40.150002 | 21744971.289062 | 0.687007 | 0.173605 | 0.403873 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 23.788531080664846 17.286788357766444 test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287 sell date: 2022-07-22 expected return: 0.12744091149424003 discounted return: 0.0035341830305344324 quarter return: 1.38343789336099
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0327
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 8.967391 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.93136 Personal Services 5266601984
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 0.99 117.43773
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 1.97476 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 3.1
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 13.502455
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 33.0 | 32.411108 | 34.624444 | 36.837781 | 29.692222 | 4.042801 | 21.60662 | 37.777824 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 0.963511 | 33.0 | 54249330.46875 | 0.83894 | 0.727369 | 0.435637 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 6.864336558336649 6.361525597489048 test cv mean error, stdev (10 folds): 7.2923108715859275 6.519291756252031 sell date: 2022-08-26 expected return: 0.06514875311312678 discounted return: 0.0009151208401509958 quarter return: 1.0877948985018
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
AZPN 1.176 40.561 0.231 27337000 0.08523
forwardPE grossMargins grossProfits heldPercentInstitutions \
AZPN 34.490196 0.46746 137630000 1.03086
industry marketCap operatingCashflow operatingMargins \
AZPN Software—Application 12029022208 45755000 -0.08421
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
AZPN 0 4.59 16.632854 37.503967
profitMargins quickRatio revenueGrowth revenuePerShare sector \
AZPN -0.07406 1.116 0.154 4.811 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
AZPN 62168700 2.78 285216992 4.282 314292000
totalRevenue
AZPN 320740000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 189.199997 | 179.517829 | 194.02619 | 208.534551 | 172.712063 | 17.04983 | 138.612402 | 206.811723 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZPN | 0.677612 | 189.199997 | 9413646.875 | 0.817172 | 0.799656 | 0.381343 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 489.454013865896 509.74593432044645 test cv mean error, stdev (10 folds): 536.2813274769147 511.57059288027745 sell date: 2022-09-23 expected return: 0.06468623197866812 discounted return: 0.000646395812373024 quarter return: 1.0612518511466449
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CEIX 2.034072 0.842 95.981 241890000 0.16404 2.585434
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CEIX 252373632 0.3951 422536000 0.82577
industry marketCap operatingCashflow operatingMargins payoutRatio \
CEIX Thermal Coal 1606689280 375780000 0.01441 0
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CEIX 2.403771 1.089613 0.00221 0.658
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CEIX 0.00507 0.0052 0.616 42.718 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CEIX 34814500 2.05 222906000 6.403 641545984
totalRevenue trailingPE
CEIX 1474550016 512.7778
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 46.150002 | 47.268535 | 52.341873 | 57.415211 | 46.69127 | 6.413974 | 33.863321 | 59.519218 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.548727 | 46.150002 | 10292389.84375 | 0.762563 | 0.855686 | 0.521917 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 36.22631654903543 60.302806177252826 test cv mean error, stdev (10 folds): 36.22631680755455 60.30280614072491 sell date: 2022-09-16 expected return: 0.7036936565173771 discounted return: 0.005937542553579478 quarter return: 1.7239852264024262
['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 185.919998 | 185.696223 | 186.664367 | 187.632511 | 178.031091 | 10.476157 | 157.078776 | 198.983405 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSB | 2.540601 | 185.919998 | 2723370.898438 | 0.951471 | 0.840486 | 0.47672 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 369.7292384773061 494.7603840645874 test cv mean error, stdev (10 folds): 405.85316500636833 504.8884061424503 sell date: 2022-06-24 expected return: 0.0002559406349787676 discounted return: 4.265222420718473e-05 quarter return: 1.0039316296028944
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
beta currentRatio dividendRate dividendYield ebitda \
MCK 0.716666 0.98 1.88 0.0058 3516999936
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MCK 0.01368 13.643667 2778374912 0.0503 11967000000
heldPercentInstitutions industry marketCap \
MCK 0.898 Medical Distribution 45891629056
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4917000192 0.0105 0.2521 1.05
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.178562 0.00549 0.445 0.02686
returnOnEquity revenueGrowth revenuePerShare sector \
MCK 14.01754 0.096 1655.966 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MCK 152682000 2.69 2753999872 18.385 8098999808
totalRevenue
MCK 257005993984
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 300.570007 | 299.443248 | 318.421081 | 337.398913 | 317.445859 | 10.066372 | 297.313115 | 337.578604 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 1.048139 | 300.570007 | 22868822.070312 | 0.803327 | 0.997242 | 0.461301 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 416.29612841155847 356.83690726109813 test cv mean error, stdev (10 folds): 436.74556789463134 368.05695025775367 sell date: 2022-09-16 expected return: 0.07985210210346133 discounted return: 0.000853965412807689 quarter return: 1.081697202285379
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.130000e+09 2.385000e+09 2.797000e+09
Capital Surplus 7.411000e+09 7.311000e+09 7.057000e+09
Total Liab 6.449500e+10 6.368800e+10 6.293200e+10
Total Stockholder Equity -1.274000e+09 -5.710000e+08 -5.290000e+08
Minority Interest 4.870000e+08 4.840000e+08 4.910000e+08
Other Current Liab 5.975000e+09 3.504000e+09 6.850000e+08
Total Assets 6.370800e+10 6.360100e+10 6.289400e+10
Common Stock 2.000000e+06 2.000000e+06 2.000000e+06
Other Current Assets 5.940000e+09 3.470000e+09 1.230000e+08
Retained Earnings 8.734000e+09 8.812000e+09 8.618000e+09
Other Liab 1.007600e+10 9.988000e+09 1.065700e+10
Good Will 9.462000e+09 9.473000e+09 9.520000e+09
Treasury Stock -1.742100e+10 -1.669600e+10 -1.620600e+10
Other Assets 1.971000e+09 2.173000e+09 2.607000e+09
Cash 2.754000e+09 2.151000e+09 2.423000e+09
Total Current Liabilities 4.745200e+10 4.607500e+10 4.383500e+10
Short Long Term Debt 4.660000e+08 7.500000e+07 8.070000e+08
Other Stockholder Equity -1.655000e+09 -1.665000e+09 -1.627000e+09
Property Plant Equipment 3.645000e+09 3.990000e+09 4.620000e+09
Total Current Assets 4.649800e+10 4.558000e+10 4.335000e+10
Long Term Investments 2.000000e+06 NaN NaN
Net Tangible Assets -1.286600e+10 -1.242900e+10 -1.284600e+10
Net Receivables 1.835500e+10 2.014000e+10 2.019800e+10
Long Term Debt 5.323000e+09 5.769000e+09 6.282000e+09
Inventory 1.902400e+10 1.934200e+10 2.001600e+10
Accounts Payable 3.718300e+10 3.892200e+10 3.838900e+10
2021-03-31
Intangible Assets 3.391000e+09
Capital Surplus 6.925000e+09
Total Liab 6.356900e+10
Total Stockholder Equity -2.100000e+07
Minority Interest 1.467000e+09
Other Current Liab 1.670000e+08
Total Assets 6.501500e+10
Common Stock 2.000000e+06
Other Current Assets 1.340000e+08
Retained Earnings 8.202000e+09
Other Liab 1.110100e+10
Good Will 9.493000e+09
Treasury Stock -1.515000e+10
Other Assets 1.799000e+09
Cash 6.278000e+09
Total Current Liabilities 4.410300e+10
Short Long Term Debt 7.740000e+08
Other Stockholder Equity -1.480000e+09
Property Plant Equipment 4.681000e+09
Total Current Assets 4.538200e+10
Long Term Investments 2.690000e+08
Net Tangible Assets -1.290500e+10
Net Receivables 1.918100e+10
Long Term Debt 6.292000e+09
Inventory 1.924600e+10
Accounts Payable 3.897500e+10 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 1.810000e+08 2.040000e+09
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07
Net Borrowings 3.620000e+08 -1.136000e+09
Total Cash From Financing Activities -4.380000e+08 -1.743000e+09
Change To Operating Activities 3.300000e+07 1.300000e+08
Issuance Of Stock 6.300000e+07 4.000000e+07
Net Income -7.000000e+06 2.670000e+08
Change In Cash 6.260000e+08 -2.000000e+06
Repurchase Of Stock -7.140000e+08 -2.640000e+08
Effect Of Exchange Rate 1.700000e+07 7.000000e+06
Total Cash From Operating Activities 1.377000e+09 1.792000e+09
Depreciation 1.850000e+08 1.950000e+08
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07
Dividends Paid -7.200000e+07 -6.500000e+07
Change To Inventory -4.950000e+08 -2.630000e+08
Change To Account Receivables 3.860000e+08 -1.266000e+09
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08
Change To Netincome 9.580000e+08 5.950000e+08
Capital Expenditures -6.700000e+07 -9.300000e+07
2021-06-30 2021-03-31
Change To Liabilities -6.090000e+08 2.507000e+09
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08
Net Borrowings -2.000000e+06 -1.620000e+08
Total Cash From Financing Activities -2.151000e+09 -5.170000e+08
Change To Operating Activities -1.650000e+08 3.700000e+07
Issuance Of Stock 7.100000e+07 3.700000e+07
Net Income 4.860000e+08 6.660000e+08
Change In Cash -3.861000e+09 2.664000e+09
Repurchase Of Stock -1.008000e+09 -2.440000e+08
Effect Of Exchange Rate 1.100000e+07 1.600000e+07
Total Cash From Operating Activities -1.622000e+09 3.370000e+09
Depreciation 2.180000e+08 2.210000e+08
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07
Dividends Paid -6.900000e+07 -6.700000e+07
Change To Inventory -9.010000e+08 -2.300000e+08
Change To Account Receivables -1.045000e+09 -3.550000e+08
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07
Change To Netincome 4.480000e+08 8.740000e+08
Capital Expenditures -9.300000e+07 -1.580000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 59142000000 666000000
2Q2021 62674000000 486000000
3Q2021 66576000000 267000000
4Q2021 68614000000 -7000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 277000000.0 442000000.0
Minority Interest 487000000.0 484000000.0
Net Income -7000000.0 267000000.0
Selling General Administrative 3105000000.0 2669000000.0
Gross Profit 3428000000.0 3352000000.0
Ebit 323000000.0 683000000.0
Operating Income 323000000.0 683000000.0
Other Operating Expenses None None
Interest Expense -41000000.0 -45000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 238000000.0 132000000.0
Total Revenue 68614000000.0 66576000000.0
Total Operating Expenses 68291000000.0 65893000000.0
Cost Of Revenue 65186000000.0 63224000000.0
Total Other Income Expense Net -46000000.0 -241000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 39000000.0 310000000.0
Net Income Applicable To Common Shares -7000000.0 267000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 562000000.0 1029000000.0
Minority Interest 491000000.0 1467000000.0
Net Income 486000000.0 666000000.0
Selling General Administrative 2232000000.0 2224000000.0
Gross Profit 3032000000.0 3116000000.0
Ebit 800000000.0 892000000.0
Operating Income 800000000.0 892000000.0
Other Operating Expenses None None
Interest Expense -49000000.0 -52000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 26000000.0 316000000.0
Total Revenue 62674000000.0 59142000000.0
Total Operating Expenses 61874000000.0 58250000000.0
Cost Of Revenue 59642000000.0 56026000000.0
Total Other Income Expense Net -238000000.0 137000000.0
Discontinued Operations -3000000.0 -3000000.0
Net Income From Continuing Ops 536000000.0 713000000.0
Net Income Applicable To Common Shares 486000000.0 666000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 4329453 2021-12-30 0.0298
1 Vanguard 500 Index Fund 3233507 2021-12-30 0.0222
2 MFS Series Trust I-MFS Value Fund 2893200 2022-02-27 0.0199
3 JP Morgan Large Cap Growth Fund 2293009 2021-12-30 0.0158
4 Vanguard Mid-Cap Index Fund 1726299 2021-12-30 0.0119
5 SPDR S&P 500 ETF Trust 1640864 2022-01-30 0.0113
6 Fidelity 500 Index Fund 1563585 2022-02-27 0.0108
7 iShares Core S&P 500 ETF 1269846 2022-01-30 0.0087
8 Putnam Large Cap Value Fund 1220237 2022-01-30 0.0084
9 Vanguard Index-Value Index Fund 1166709 2021-12-30 0.0080
Value
0 1076172132
1 803752834
2 795514272
3 569973247
4 429106142
5 421242606
6 429923331
7 325994865
8 313259242
9 290008856 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 58
governanceScore 5.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile 0
militaryContract False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 30.93 | 30.835356 | 31.038381 | 31.241406 | 31.187778 | 0.232375 | 30.723027 | 31.652528 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GCP | 1.87078 | 30.93 | 8243886.328125 | 0.913628 | 0.155232 | 0.442804 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 8.24007593643425 9.316800374474898 test cv mean error, stdev (10 folds): 8.753590751571059 9.621973498794299 sell date: 2022-09-09 expected return: 0.03288150330289676 discounted return: 0.00038986480080027697 quarter return: 1.0365113174464204
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
beta currentRatio debtToEquity dividendRate dividendYield \
WRB 0.741517 0.453 44.413 0.35 0.0049
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
WRB 1.585 1969144064 0.19279 15.017057 2491864832
grossMargins grossProfits heldPercentInstitutions \
WRB 0.44661 4029355000 0.69611
industry marketCap operatingCashflow \
WRB Insurance—Property & Casualty 18677542912 2350679040
operatingMargins payoutRatio pegRatio priceToBook \
WRB 0.18096 0.07 1.94 2.720776
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
WRB 1.828621 0.13546 0.278 0.03724
returnOnEquity revenueGrowth revenuePerShare sector \
WRB 0.20909 0.352 36.85 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
WRB 265192992 1.22 3303750912 12.458 3059073024
totalRevenue trailingPE
WRB 10214005760 14.222536
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 66.82 | 65.019435 | 68.896032 | 72.772628 | 67.946191 | 1.725853 | 64.494485 | 71.397896 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| WRB | 1.220256 | 66.82 | 24741280.664062 | 0.845794 | 0.942554 | 0.452599 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 34.12905588548999 62.70947455214477 test cv mean error, stdev (10 folds): 37.07787258818386 65.03903145015686 sell date: 2022-07-15 expected return: 0.049542609100456374 discounted return: 0.001792510514275314 quarter return: 1.1791140381877312
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.83
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 12.16
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.95
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 31.22
peerGroup Insurance
smallArms False
environmentScore 1.95
governancePercentile None
militaryContract False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 164.020004 | 159.077845 | 165.278412 | 171.47898 | 162.282857 | 5.027495 | 152.227867 | 172.337847 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FCN | 0.694756 | 164.020004 | 6853053.320312 | 0.888589 | 0.922824 | 0.404937 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 113.70674145487628 46.52872208500513 test cv mean error, stdev (10 folds): 109.63912895990282 46.89790816448097 sell date: 2022-09-02 expected return: 0.1364131271629469 discounted return: 0.001684007435712731 quarter return: 1.1674225614352378
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0409
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 9.558269 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56863 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 362840784896 53653000192 0.10859 0.5804 0.32
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.143942 1.173221 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.61 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 14.281923
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 86.120003 | 88.433461 | 96.553809 | 104.674158 | 88.917204 | 6.448671 | 76.019861 | 101.814547 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.153813 | 86.120003 | 552640281.25 | 0.738786 | 0.784328 | 0.530974 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 135.34503845255395 164.1915316416947 test cv mean error, stdev (10 folds): 148.3675395927328 166.70199015093507 sell date: 2022-09-23 expected return: 0.10644560071069155 discounted return: 0.0010433554212150309 quarter return: 1.1006915437325049
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
beta currentRatio debtToEquity dividendRate dividendYield \
MANT 0.737745 1.584 23.665 1.64 0.02
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MANT -0.07 264191008 0.10344 25.047745 89507376
grossMargins grossProfits heldPercentInstitutions industry \
MANT 0.14856 379411000 0.71066 Software—Application
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MANT 3867116288 212171008 0.07374 0.4669 4.97
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MANT 2.299301 1.514167 0.05365 1.462
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MANT 0.0485 0.08419 -0.007 62.85 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MANT 39355500 2.93 53374000 1.308 396480000
totalRevenue trailingPE
MANT 2553956096 28.230194
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.790001 | 94.21236 | 94.956032 | 95.699705 | 88.233333 | 5.546632 | 77.140069 | 99.326598 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MANT | 2.782348 | 94.790001 | 4428022.265625 | 0.833671 | 0.571232 | 0.363702 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 79.08238413212514 56.43302789094877 test cv mean error, stdev (10 folds): 75.67081892433727 58.09585830158451 sell date: 2022-06-24 expected return: -0.0001107076330911617 discounted return: -1.8452123363044137e-05 quarter return: 0.9983038291148213
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.488235 0.717 93.916 0.02 0.0006 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 8.413136 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88028 Oil & Gas E&P 4823732224 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.12 2.946938
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 1.66518 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121474000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
SM 2.26 419887008 3.446 1986428032 2896824064
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.709999 | 36.543497 | 46.618254 | 56.693011 | 41.080159 | 5.405133 | 30.269893 | 51.890424 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.640686 | 39.709999 | 85332599.609375 | 0.715458 | 0.803847 | 0.471215 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 38.188574153717546 45.77804828171256 test cv mean error, stdev (10 folds): 41.84793318398103 46.45312350427326 sell date: 2022-09-16 expected return: 1.833752341458087 discounted return: 0.011640583124967963 quarter return: 2.9001093832715084
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 1.844478e+09 1.840228e+09 1.838620e+09
Total Liab 3.280672e+09 3.170846e+09 3.425061e+09
Total Stockholder Equity 2.115109e+09 2.063131e+09 1.636899e+09
Deferred Long Term Liab 2.300000e+06 2.700000e+06 3.100000e+06
Other Current Liab 5.381270e+08 4.047460e+08 5.520440e+08
Total Assets 5.395781e+09 5.233977e+09 5.061960e+09
Common Stock 1.219000e+06 1.219000e+06 1.215000e+06
Other Current Assets 9.649000e+06 2.409500e+07 2.451400e+07
Retained Earnings 2.820790e+08 2.345330e+08 -1.903670e+08
Other Liab 2.415590e+08 1.809150e+08 2.438640e+08
Treasury Stock -1.266700e+07 -1.284900e+07 -1.256900e+07
Other Assets 5.397300e+07 2.576600e+07 6.020700e+07
Cash 4.198870e+08 3.327160e+08 2.980000e+07
Total Current Liabilities 1.058721e+09 8.893270e+08 1.103567e+09
Other Stockholder Equity -1.266700e+07 -1.284900e+07 -1.256900e+07
Property Plant Equipment 4.582973e+09 4.595024e+09 4.665483e+09
Total Current Assets 7.588350e+08 6.131870e+08 3.362700e+08
Net Tangible Assets 2.115109e+09 2.063131e+09 1.636899e+09
Net Receivables 3.210760e+08 2.472010e+08 2.722480e+08
Long Term Debt 1.980392e+09 2.081164e+09 2.077630e+09
Accounts Payable 5.145580e+08 2.507200e+07 5.424740e+08
2021-06-30
Capital Surplus 1.838859e+09
Total Liab 3.500489e+09
Total Stockholder Equity 1.552509e+09
Deferred Long Term Liab 3.500000e+06
Other Current Liab 5.450620e+08
Total Assets 5.052998e+09
Common Stock 1.210000e+06
Other Current Assets 3.130300e+07
Retained Earnings -2.747450e+08
Other Liab 2.566960e+08
Treasury Stock -1.281500e+07
Other Assets 6.877900e+07
Cash NaN
Total Current Liabilities 1.051668e+09
Other Stockholder Equity -1.281500e+07
Property Plant Equipment 4.714809e+09
Total Current Assets 2.694100e+08
Net Tangible Assets 1.552509e+09
Net Receivables 2.295120e+08
Long Term Debt 2.192125e+09
Accounts Payable 4.962850e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.0 218238000.0
Total Cashflows From Investing Activities -150127000.0 -122484000.0
Net Borrowings -104770000.0 -104770000.0
Total Cash From Financing Activities -104794000.0 -4230000.0
Change To Operating Activities -137962000.0 -51950000.0
Net Income 48764000.0 424900000.0
Change In Cash 87171000.0 302916000.0
Total Cash From Operating Activities 342092000.0 429630000.0
Depreciation 160481000.0 208761000.0
Other Cashflows From Financing Activities -24000.0 -4339000.0
Change To Netincome 266799000.0 -273197000.0
Capital Expenditures -150127000.0 -124576000.0
Issuance Of Stock NaN 1324000.0
Dividends Paid NaN -1215000.0
Change To Account Receivables NaN -101047000.0
Other Cashflows From Investing Activities NaN NaN
2021-09-30 2021-06-30
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -174795000.0 -222322000.0
Net Borrowings -118792000.0 -74213000.0
Total Cash From Financing Activities -123524000.0 -74077000.0
Change To Operating Activities 21078000.0 82529000.0
Net Income 85593000.0 -222995000.0
Change In Cash 29800000.0 29800000.0
Total Cash From Operating Activities 328119000.0 296399000.0
Depreciation 211451000.0 213464000.0
Other Cashflows From Financing Activities -4732000.0 -1000.0
Change To Netincome 6092000.0 218679000.0
Capital Expenditures -183409000.0 -222614000.0
Issuance Of Stock 1324000.0 1315000.0
Dividends Paid -1215000.0 -1178000.0
Change To Account Receivables -101047000.0 -101047000.0
Other Cashflows From Investing Activities -221000.0 292000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 538649000 -222995000
3Q2021 724539000 85593000
4Q2021 814260000 424900000
1Q2022 819376000 48764000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 61625000.0 434933000.0 85554000.0
Minority Interest None None None
Net Income 48764000.0 424900000.0 85593000.0
Selling General Administrative 24996000.0 37062000.0 25530000.0
Gross Profit 723085000.0 714875000.0 629894000.0
Ebit 101736000.0 474411000.0 126257000.0
Operating Income 101736000.0 474411000.0 126257000.0
Other Operating Expenses 426826000.0 -17909000.0 257947000.0
Interest Expense -39387000.0 -40085000.0 -40861000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 12861000.0 10033000.0 -39000.0
Total Revenue 819376000.0 814260000.0 724539000.0
Total Operating Expenses 717640000.0 339849000.0 598282000.0
Cost Of Revenue 96291000.0 99385000.0 94645000.0
Total Other Income Expense Net -40111000.0 -39478000.0 -40703000.0
Discontinued Operations None None None
Net Income From Continuing Ops 48764000.0 424900000.0 85593000.0
Net Income Applicable To Common Shares 48764000.0 424900000.0 85593000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -223157000.0
Minority Interest None
Net Income -222995000.0
Selling General Administrative 24639000.0
Gross Profit 443993000.0
Ebit -180624000.0
Operating Income -180624000.0
Other Operating Expenses 377800000.0
Interest Expense -39536000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -162000.0
Total Revenue 538649000.0
Total Operating Expenses 719273000.0
Cost Of Revenue 94656000.0
Total Other Income Expense Net -42533000.0
Discontinued Operations None
Net Income From Continuing Ops -222995000.0
Net Income Applicable To Common Shares -222995000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8545223 2022-01-30
1 Vanguard Total Stock Market Index Fund 3454105 2021-12-30
2 Vanguard Small-Cap Index Fund 3058030 2021-12-30
3 iShares Russell 2000 ETF 2729906 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2729590 2022-01-30
5 Vanguard Small Cap Value Index Fund 1938357 2021-12-30
6 Vanguard Extended Market Index Fund 1597503 2021-12-30
7 iShares S&P Small-Cap 600 Growth ETF 1404764 2022-01-30
8 First Trust NASDAQ Oil & Gas ETF 1361871 2022-02-27
9 iShares Russell 2000 Value ETF 1284094 2022-01-30
% Out Value
0 0.0701 280368766
1 0.0283 101827015
2 0.0251 90150724
3 0.0224 89568215
4 0.0224 89557847
5 0.0159 57142764
6 0.0131 47094388
7 0.0115 46090306
8 0.0112 48360039
9 0.0105 42131124 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.54401 1.728 43.018 1.6 0.0278
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DINO 0 1260462976 0.05641 10.206038 -1079519232
grossMargins grossProfits heldPercentInstitutions \
DINO 0.0784 1615735000 0.62669
industry marketCap operatingCashflow \
DINO Oil & Gas Refining & Marketing 12826910720 805392000
operatingMargins payoutRatio pegRatio priceToBook \
DINO 0.03909 0.1032 0.35 1.580395
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DINO 0.574075 0.02551 0.791 0.03679
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DINO 0.09048 1.128 134.828 Energy 223232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DINO 3.27 592278016 2.653 3818710016 22343598080
trailingPE
DINO 16.929876
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.0 | 43.432974 | 51.035714 | 58.638454 | 43.785397 | 6.19363 | 31.398138 | 56.172656 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 1.094012 | 45.0 | 51433534.179688 | 0.676181 | 0.488602 | 0.560442 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 70.25982731235483 77.80841854652951 test cv mean error, stdev (10 folds): 75.88424312064323 79.44551851019251 sell date: 2022-09-23 expected return: 0.08411619645637987 discounted return: 0.0008329765218499929 quarter return: 1.0796122410781488
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
beta currentRatio debtToEquity earningsGrowth ebitda \
PLAB 0.980357 3.417 7.842 1.889 233440992
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PLAB 0.31281 10.108109 90646496 0.30828 167044000
heldPercentInstitutions industry marketCap \
PLAB 0.90554 Semiconductor Equipment & Materials 1385207808
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PLAB 195842000 0.19934 0 1.19 1.62538
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PLAB 1.856183 0.12032 2.814 0.07156
returnOnEquity revenueGrowth revenuePerShare sector \
PLAB 0.12739 0.28 12.342 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PLAB 61729400 3.37 329281984 5.433 82548000
totalRevenue trailingPE
PLAB 746267008 15.338346
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 19.15 | 14.678059 | 19.802381 | 24.926703 | 17.249841 | 2.549321 | 12.151199 | 22.348483 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PLAB | 2.163783 | 19.15 | 10786618.945312 | 0.729861 | 0.736899 | 0.332818 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 4.5674735160682465 5.146782235909608 test cv mean error, stdev (10 folds): 4.2931597086211815 5.320767742517799 sell date: 2022-08-26 expected return: 0.020160538588419565 discounted return: 0.000289317288879154 quarter return: 1.0269706384550663
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MPC 1.75499 1.449 89.568 2.32 0.0266 8572000256
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MPC 0.06306 11.191026 18097874944 0.08778 10443000000
heldPercentInstitutions industry marketCap \
MPC 0.79745 Oil & Gas Refining & Marketing 47223455744
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MPC 6418999808 0.0386 0.5472 0.35 1.98454
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.347428 0.07964 1.045 0.03693
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.12817 0.679 222.006 Energy 540995008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.78 10597000192 19.588 28034000896 135922999296
trailingPE
MPC 4.97776
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.290001 | 89.493723 | 102.090159 | 114.686595 | 92.392331 | 8.807067 | 74.778196 | 110.006465 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 1.221452 | 87.290001 | 141817662.109375 | 0.691764 | 0.549549 | 0.514371 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 143.4033886365892 157.92853524383602 test cv mean error, stdev (10 folds): 150.6730426711074 163.87263656740802 sell date: 2022-06-24 expected return: 0.012946334184793143 discounted return: 0.0021461742004171835 quarter return: 1.2180320105399547
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 5.87
environmentPercentile None
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile None
militaryContract False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
beta currentRatio debtToEquity dividendRate dividendYield \
LLY 0.430392 1.267 174.931 3.92 0.0134
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
LLY 0.409 10721399808 0.36563 38.83845 4736287744
grossMargins grossProfits heldPercentInstitutions \
LLY 0.7556 21345300000 0.84303
industry marketCap operatingCashflow \
LLY Drug Manufacturers—General 278272606208 8062499840
operatingMargins payoutRatio pegRatio priceToBook \
LLY 0.30994 0.5245 5.44 34.015434
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LLY 9.489974 0.20903 0.772 0.12117
returnOnEquity revenueGrowth revenuePerShare sector \
LLY 0.74019 0.148 32.376 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LLY 956592000 1.74 2571599872 2.857 16551999488
totalRevenue trailingPE
LLY 29322799104 44.412212
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 290.899994 | 284.096885 | 302.232381 | 320.367877 | 296.315556 | 9.524706 | 277.266144 | 315.364968 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LLY | 0.967658 | 290.899994 | 70977344.335938 | 0.829733 | 0.979741 | 0.407173 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 404.300468795574 288.1892634819623 test cv mean error, stdev (10 folds): 433.70233236467357 286.09339973931145 sell date: 2022-09-02 expected return: 0.13279535875519005 discounted return: 0.0016419827219595895 quarter return: 1.1629251651523083
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 7.482400e+09 7.691900e+09 7.887700e+09
Capital Surplus 6.656300e+09 6.833400e+09 6.758000e+09
Total Liab 3.745730e+10 3.965120e+10 4.023290e+10
Total Stockholder Equity 9.330800e+09 8.979200e+09 7.757000e+09
Minority Interest 1.312000e+08 1.756000e+08 1.971000e+08
Other Current Liab 3.135000e+09 3.814100e+09 2.513000e+09
Total Assets 4.691930e+10 4.880600e+10 4.818700e+10
Common Stock 5.941000e+08 5.963000e+08 5.982000e+08
Other Current Assets 3.880000e+07 9.900000e+06 5.500000e+06
Retained Earnings 9.369400e+09 8.958500e+09 9.639400e+09
Other Liab 8.875200e+09 8.674200e+09 1.099380e+10
Good Will 3.892000e+09 3.892000e+09 3.884100e+09
Treasury Stock -7.289000e+09 -7.409000e+09 -9.238600e+09
Other Assets 6.506600e+09 6.380000e+09 6.122000e+09
Cash 2.459200e+09 3.818500e+09 3.788200e+09
Total Current Liabilities 1.338600e+10 1.505270e+10 1.368200e+10
Deferred Long Term Asset Charges 2.464900e+09 2.489300e+09 2.625600e+09
Short Long Term Debt 1.355900e+09 1.539500e+09 1.580000e+09
Other Stockholder Equity -7.238500e+09 -7.356300e+09 -9.185900e+09
Property Plant Equipment 9.102700e+09 8.985100e+09 8.920400e+09
Total Current Assets 1.696470e+10 1.845240e+10 1.780830e+10
Long Term Investments 2.970900e+09 3.404600e+09 3.564500e+09
Net Tangible Assets -2.043600e+09 -2.604700e+09 -4.014800e+09
Short Term Investments 1.091000e+08 9.010000e+07 3.710000e+07
Net Receivables 7.763600e+09 8.112500e+09 6.992300e+09
Long Term Debt 1.519610e+10 1.538700e+10 1.555710e+10
Inventory 3.893000e+09 3.886000e+09 3.907400e+09
Accounts Payable 1.433300e+09 1.670600e+09 1.566800e+09
2021-06-30
Intangible Assets 7.985400e+09
Capital Surplus 6.669200e+09
Total Liab 4.114550e+10
Total Stockholder Equity 6.444400e+09
Minority Interest 2.191000e+08
Other Current Liab 3.878400e+09
Total Assets 4.780900e+10
Common Stock 5.981000e+08
Other Current Assets 5.400000e+06
Retained Earnings 8.530100e+09
Other Liab 1.127500e+10
Good Will 3.884200e+09
Treasury Stock -9.353000e+09
Other Assets 6.104000e+09
Cash 3.220000e+09
Total Current Liabilities 1.509320e+10
Deferred Long Term Asset Charges 2.674900e+09
Short Long Term Debt 1.625700e+09
Other Stockholder Equity -9.300300e+09
Property Plant Equipment 8.855500e+09
Total Current Assets 1.729550e+10
Long Term Investments 3.684400e+09
Net Tangible Assets -5.425200e+09
Short Term Investments 5.120000e+07
Net Receivables 6.869700e+09
Long Term Debt 1.477730e+10
Inventory 3.824900e+09
Accounts Payable 1.597800e+09 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Investments -2.320000e+07 -1.180000e+07
Change To Liabilities 0.000000e+00 -6.641000e+08
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08
Net Borrowings -2.104000e+08 -2.600000e+06
Total Cash From Financing Activities -2.878300e+09 -1.526500e+09
Change To Operating Activities -4.550000e+07 2.063500e+09
Net Income 1.902900e+09 1.726100e+09
Change In Cash -1.359300e+09 3.030000e+07
Repurchase Of Stock -1.500000e+09 -7.500000e+08
Effect Of Exchange Rate 3.360000e+07 -2.207000e+08
Total Cash From Operating Activities 2.499200e+09 2.156500e+09
Depreciation 4.357000e+08 4.457000e+08
Other Cashflows From Investing Activities -1.334000e+08 2.700000e+07
Dividends Paid -8.855000e+08 -7.733000e+08
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05
Change To Netincome 2.061000e+08 4.592000e+08
Capital Expenditures -3.654000e+08 -2.914000e+08
Change To Inventory NaN -2.359000e+08
Change To Account Receivables NaN -1.278300e+09
2021-09-30 2021-06-30
Investments -1.077000e+08 -2.440000e+07
Change To Liabilities 0.000000e+00 0.000000e+00
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08
Net Borrowings 3.077000e+08 2.000000e+08
Total Cash From Financing Activities -4.632000e+08 -1.083200e+09
Change To Operating Activities -6.665000e+08 2.212000e+08
Net Income 1.110100e+09 1.390200e+09
Change In Cash 5.682000e+08 2.176000e+08
Repurchase Of Stock -7.500000e+08 -5.000000e+08
Effect Of Exchange Rate 1.660000e+07 8.600000e+06
Total Cash From Operating Activities 1.631300e+09 1.775500e+09
Depreciation 3.823000e+08 3.693000e+08
Other Cashflows From Investing Activities -5.320000e+07 7.240000e+07
Dividends Paid -7.704000e+08 -7.683000e+08
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07
Change To Netincome 8.054000e+08 -2.052000e+08
Capital Expenditures -3.368000e+08 -3.813000e+08
Change To Inventory -2.359000e+08 -2.359000e+08
Change To Account Receivables -1.278300e+09 -1.278300e+09 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 6740100000 1390200000
3Q2021 6772800000 1110100000
4Q2021 7999900000 1726100000
1Q2022 7810000000 1902900000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development 1610100000.0 1959400000.0
Effect Of Accounting Charges None None
Income Before Tax 2053600000.0 1839900000.0
Minority Interest 131200000.0 175600000.0
Net Income 1902900000.0 1726100000.0
Selling General Administrative 1464600000.0 1519400000.0
Gross Profit 5737900000.0 5854300000.0
Ebit 2663200000.0 2375500000.0
Operating Income 2663200000.0 2375500000.0
Other Operating Expenses None None
Interest Expense -84900000.0 -81400000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150700000.0 113800000.0
Total Revenue 7810000000.0 7999900000.0
Total Operating Expenses 5146800000.0 5624400000.0
Cost Of Revenue 2072100000.0 2145600000.0
Total Other Income Expense Net -609600000.0 -535600000.0
Discontinued Operations None None
Net Income From Continuing Ops 1902900000.0 1726100000.0
Net Income Applicable To Common Shares 1902900000.0 1726100000.0
2021-09-30 2021-06-30
Research Development 1708900000.0 1672800000.0
Effect Of Accounting Charges None None
Income Before Tax 1245300000.0 1593900000.0
Minority Interest 197100000.0 219100000.0
Net Income 1110100000.0 1390200000.0
Selling General Administrative 1505300000.0 1614600000.0
Gross Profit 5342000000.0 5209900000.0
Ebit 2127800000.0 1922500000.0
Operating Income 2127800000.0 1922500000.0
Other Operating Expenses None None
Interest Expense -83600000.0 -86900000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 135200000.0 203700000.0
Total Revenue 6772800000.0 6740100000.0
Total Operating Expenses 4645000000.0 4817600000.0
Cost Of Revenue 1430800000.0 1530200000.0
Total Other Income Expense Net -882500000.0 -328600000.0
Discontinued Operations None None
Net Income From Continuing Ops 1110100000.0 1390200000.0
Net Income Applicable To Common Shares 1110100000.0 1390200000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 24466874 2021-12-30
1 Vanguard 500 Index Fund 16814257 2021-12-30
2 Vanguard/Primecap Fund 16263808 2021-12-30
3 Vanguard Specialized-Health Care Fund 10213125 2022-01-30
4 SPDR S&P 500 ETF Trust 8436788 2022-01-30
5 Fidelity 500 Index Fund 8130898 2022-02-27
6 iShares Core S&P 500 ETF 6602520 2022-01-30
7 Vanguard Index-Value Index Fund 6578581 2021-12-30
8 Fidelity Contrafund Inc 6465969 2022-02-27
9 Vanguard Institutional Index Fund-Institutiona... 5982359 2021-12-30
% Out Value
0 0.0258 6758239936
1 0.0177 4644434068
2 0.0171 4492389045
3 0.0107 2506198743
4 0.0089 2070303407
5 0.0086 2032317955
6 0.0069 1620192382
7 0.0069 1817135643
8 0.0068 1616168951
9 0.0063 1652447202 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 17.4
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile 0
peerCount 83
governanceScore 11.56
environmentPercentile 0
animalTesting True
tobacco False
totalEsg 32.4
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 70.21
peerGroup Pharmaceuticals
smallArms False
environmentScore 3.43
governancePercentile 0
militaryContract False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.0349
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 9.871818 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80514 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 45886316544 6498999808 0.0341 0.6312 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 2.438094 0.364858 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.46 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 18.10045
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 112.440002 | 114.972524 | 130.979841 | 146.987158 | 116.34127 | 14.566462 | 87.208346 | 145.474193 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 1.3872 | 112.440002 | 90552079.101562 | 0.691389 | 0.569718 | 0.530999 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 317.1519136674356 364.5895840215621 test cv mean error, stdev (10 folds): 348.46648405824834 368.0112236822125 sell date: 2022-09-23 expected return: 0.1830403392601269 discounted return: 0.001734364991082149 quarter return: 1.1728343844214058
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
beta currentRatio dividendRate dividendYield earningsGrowth \
APA 4.42549 1.124 0.5 0.0122 38.999
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
APA 4470000128 0.55701 2259500032 0.63302 5080000000
heldPercentInstitutions industry operatingCashflow operatingMargins \
APA 0.92629 Oil & Gas E&P 3496000000 0.3696
payoutRatio pegRatio profitMargins quickRatio returnOnAssets \
APA 0.0339 0.16 0.12125 0.801 0.14233
returnOnEquity revenueGrowth revenuePerShare sector shortRatio \
APA 27.07216 0.905 21.457 Energy 1.45
totalCash totalCashPerShare totalDebt totalRevenue
APA 302000000 0.871 7760999936 8024999936
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.220001 | 39.703868 | 46.051746 | 52.399625 | 42.946032 | 3.294685 | 36.356662 | 49.535402 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.999608 | 39.220001 | 204531248.4375 | 0.713933 | 0.302651 | 0.445144 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 47.195178427734554 46.896895021789376 test cv mean error, stdev (10 folds): 51.47031681916078 47.09783220586969 sell date: 2022-07-15 expected return: 0.07803719469902784 discounted return: 0.002786912363174965 quarter return: 1.2918035249477826
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.164500e+10 1.168600e+10 1.170400e+10
Total Liab 1.330800e+10 1.270500e+10 1.281900e+10
Total Stockholder Equity -1.595000e+09 -1.095000e+09 -9.640000e+08
Minority Interest 1.590000e+09 1.580000e+09 1.657000e+09
Deferred Long Term Liab 5.700000e+08 5.150000e+08 5.120000e+08
Other Current Liab 3.370000e+08 2.760000e+08 2.990000e+08
Total Assets 1.330300e+10 1.331000e+10 1.351200e+10
Common Stock 2.620000e+08 2.620000e+08 2.620000e+08
Other Current Assets 1.550000e+08 1.020000e+08 7.600000e+07
Retained Earnings -9.488000e+09 -9.870000e+09 -9.757000e+09
Other Liab 3.744000e+09 3.673000e+09 2.626000e+09
Treasury Stock -4.014000e+09 -3.173000e+09 -3.173000e+09
Other Assets 1.223000e+09 1.255000e+09 5.120000e+08
Cash 3.020000e+08 3.770000e+08 1.249000e+09
Total Current Liabilities 2.117000e+09 1.839000e+09 1.773000e+09
Deferred Long Term Asset Charges 1.300000e+07 NaN NaN
Other Stockholder Equity 2.200000e+07 1.500000e+07 1.500000e+07
Property Plant Equipment 8.335000e+09 8.336000e+09 8.501000e+09
Total Current Assets 2.380000e+09 2.181000e+09 2.945000e+09
Long Term Investments 1.365000e+09 1.538000e+09 1.554000e+09
Net Tangible Assets -1.595000e+09 -1.095000e+09 -9.640000e+08
Net Receivables 1.394000e+09 1.170000e+09 1.068000e+09
Long Term Debt 7.261000e+09 7.159000e+09 8.386000e+09
Inventory 4.730000e+08 4.760000e+08 4.790000e+08
Accounts Payable 7.310000e+08 6.870000e+08 6.030000e+08
Short Long Term Debt NaN 2.130000e+08 2.130000e+08
2021-03-31
Capital Surplus 1.172700e+10
Total Liab 1.278300e+10
Total Stockholder Equity -1.258000e+09
Minority Interest 1.602000e+09
Deferred Long Term Liab 4.930000e+08
Other Current Liab 2.000000e+08
Total Assets 1.312700e+10
Common Stock 2.620000e+08
Other Current Assets 1.450000e+08
Retained Earnings -1.007300e+10
Other Liab 2.732000e+09
Treasury Stock -3.174000e+09
Other Assets 4.970000e+08
Cash 5.380000e+08
Total Current Liabilities 1.338000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 1.500000e+07
Property Plant Equipment 8.718000e+09
Total Current Assets 2.345000e+09
Long Term Investments 1.567000e+09
Net Tangible Assets -1.258000e+09
Net Receivables 1.071000e+09
Long Term Debt 8.678000e+09
Inventory 5.020000e+08
Accounts Payable 5.240000e+08
Short Long Term Debt NaN ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.000000e+06 -3.000000e+06
Change To Liabilities 2.600000e+07 6.200000e+07
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08
Net Borrowings 1.020000e+08 -1.335000e+09
Total Cash From Financing Activities -8.690000e+08 -1.494000e+09
Change To Operating Activities 1.800000e+08 -1.800000e+07
Net Income 3.820000e+08 -1.130000e+08
Change In Cash -7.500000e+07 -8.720000e+08
Repurchase Of Stock -8.470000e+08 -8.470000e+08
Total Cash From Operating Activities 1.085000e+09 7.710000e+08
Depreciation 3.650000e+08 3.690000e+08
Other Cashflows From Investing Activities 8.000000e+06 3.200000e+07
Dividends Paid -2.400000e+07 -9.000000e+06
Change To Inventory 1.000000e+07 -3.900000e+07
Change To Account Receivables -1.210000e+08 -1.000000e+08
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08
Change To Netincome 2.430000e+08 6.100000e+08
Capital Expenditures -3.150000e+08 -2.360000e+08
2021-06-30 2021-03-31
Investments -3000000.0 -21000000.0
Change To Liabilities 82000000.0 75000000.0
Total Cashflows From Investing Activities -126000000.0 -267000000.0
Net Borrowings -79000000.0 -58000000.0
Total Cash From Financing Activities -132000000.0 -128000000.0
Change To Operating Activities 104000000.0 -79000000.0
Net Income 316000000.0 388000000.0
Change In Cash 711000000.0 276000000.0
Repurchase Of Stock -847000000.0 -847000000.0
Total Cash From Operating Activities 969000000.0 671000000.0
Depreciation 382000000.0 388000000.0
Other Cashflows From Investing Activities 5000000.0 7000000.0
Dividends Paid -10000000.0 -9000000.0
Change To Inventory 23000000.0 -3000000.0
Change To Account Receivables 3000000.0 -168000000.0
Other Cashflows From Financing Activities -43000000.0 -61000000.0
Change To Netincome 59000000.0 70000000.0
Capital Expenditures -306000000.0 -256000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1932000000 388000000
2Q2021 1830000000 316000000
3Q2021 2099000000 -113000000
4Q2021 2164000000 382000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 654000000.0 122000000.0
Minority Interest 1590000000.0 1580000000.0
Net Income 382000000.0 -113000000.0
Selling General Administrative 137000000.0 70000000.0
Gross Profit 1467000000.0 1301000000.0
Ebit 937000000.0 774000000.0
Operating Income 937000000.0 774000000.0
Other Operating Expenses 15000000.0 88000000.0
Interest Expense -94000000.0 -101000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 169000000.0 152000000.0
Total Revenue 2164000000.0 2099000000.0
Total Operating Expenses 1227000000.0 1325000000.0
Cost Of Revenue 697000000.0 798000000.0
Total Other Income Expense Net -283000000.0 -652000000.0
Discontinued Operations None None
Net Income From Continuing Ops 485000000.0 -30000000.0
Net Income Applicable To Common Shares 382000000.0 -113000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 495000000.0 620000000.0
Minority Interest 1657000000.0 1602000000.0
Net Income 316000000.0 388000000.0
Selling General Administrative 86000000.0 83000000.0
Gross Profit 1196000000.0 1116000000.0
Ebit 510000000.0 745000000.0
Operating Income 510000000.0 745000000.0
Other Operating Expenses 223000000.0 -103000000.0
Interest Expense -111000000.0 -112000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 87000000.0 170000000.0
Total Revenue 1830000000.0 1932000000.0
Total Operating Expenses 1320000000.0 1187000000.0
Cost Of Revenue 634000000.0 816000000.0
Total Other Income Expense Net -15000000.0 -125000000.0
Discontinued Operations None None
Net Income From Continuing Ops 408000000.0 450000000.0
Net Income Applicable To Common Shares 316000000.0 388000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Oakmark Fund 12743809 2021-12-30 0.0377
1 Select Sector SPDR Fund-Energy Select 10683025 2022-01-30 0.0316
2 Vanguard Total Stock Market Index Fund 10325855 2021-12-30 0.0305
3 Vanguard Small-Cap Index Fund 9149341 2021-12-30 0.0271
4 Vanguard/Windsor II 8002477 2022-01-30 0.0237
5 Vanguard 500 Index Fund 7693595 2021-12-30 0.0227
6 Vanguard Small Cap Value Index Fund 5800585 2021-12-30 0.0171
7 Oakmark Select Fund 5500000 2021-12-30 0.0163
8 SPDR S&P 500 ETF Trust 4043068 2022-01-30 0.0120
9 Fidelity 500 Index Fund 3720217 2022-02-27 0.0110
Value
0 342681024
1 354783260
2 277662240
3 246025779
4 265762261
5 206880769
6 155977730
7 147895000
8 134270288
9 132551331 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
beta currentRatio debtToEquity earningsGrowth ebitda \
PPC 1.12745 1.532 134.448 1.805 1548861056
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PPC 0.09838 11.328186 873572608 0.10458 1365827000
heldPercentInstitutions industry marketCap operatingCashflow \
PPC 0.19334 Packaged Foods 7149453824 697006016
operatingMargins payoutRatio pegRatio priceToBook \
PPC 0.0732 0 0.59 2.745392
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PPC 0.454094 0.01342 0.724 0.08575
returnOnEquity revenueGrowth revenuePerShare sector \
PPC 0.07645 0.295 64.613 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PPC 243676000 2.43 725539968 3.019 3755959040
totalRevenue
PPC 15744428032
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 29.34 | 28.165931 | 31.419048 | 34.672164 | 28.426667 | 2.86898 | 22.688707 | 34.164626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PPC | 1.275425 | 29.34 | 17241312.5 | 0.741748 | 0.282386 | 0.556574 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 26.767895755767032 40.45510267955412 test cv mean error, stdev (10 folds): 28.55364084597685 42.01427297956826 sell date: 2022-08-12 expected return: 0.07198653654402982 discounted return: 0.0012646809148548765 quarter return: 1.1233071343863057
['quarterly_balance_sheet', 2022-03-27 2021-12-26 2021-09-26 \
Intangible Assets 9.385640e+08 9.632430e+08 1.028664e+09
Capital Surplus 1.966066e+09 1.964028e+09 1.962750e+09
Total Liab 6.524261e+09 6.324271e+09 6.216460e+09
Total Stockholder Equity 2.781630e+09 2.577080e+09 2.604243e+09
Minority Interest 1.197600e+07 1.185400e+07 1.214000e+07
Other Current Liab 3.009220e+08 3.085060e+08 4.109530e+08
Total Assets 9.317867e+09 8.913205e+09 8.832843e+09
Common Stock 2.616000e+06 2.614000e+06 2.614000e+06
Other Current Assets 6.858900e+07 4.054500e+07 6.656900e+07
Retained Earnings 1.284007e+09 1.003569e+09 9.668150e+08
Other Liab 4.077630e+08 4.709210e+08 5.265940e+08
Good Will 1.320100e+09 1.337252e+09 1.381872e+09
Treasury Stock -4.710590e+08 -3.931310e+08 -3.279360e+08
Other Assets 3.726000e+07 3.772400e+07 3.165500e+07
Cash 7.255400e+08 4.276610e+08 5.110840e+08
Total Current Liabilities 2.475775e+09 2.390823e+09 2.270929e+09
Deferred Long Term Asset Charges 5.191000e+06 5.314000e+06 5.465000e+06
Short Long Term Debt 3.616200e+07 2.541400e+07 2.023000e+07
Other Stockholder Equity -9.890200e+07 -4.799700e+07 1.719800e+07
Property Plant Equipment 3.229118e+09 3.269032e+09 3.148945e+09
Total Current Assets 3.792825e+09 3.305954e+09 3.241707e+09
Net Tangible Assets 5.229660e+08 2.765850e+08 1.937070e+08
Net Receivables 1.086588e+09 1.042610e+09 9.425350e+08
Long Term Debt 3.373573e+09 3.187543e+09 3.191270e+09
Inventory 1.708995e+09 1.575658e+09 1.556821e+09
Accounts Payable 1.448846e+09 1.400394e+09 1.183460e+09
2021-06-27
Intangible Assets 5.895360e+08
Capital Surplus 1.959558e+09
Total Liab 5.154333e+09
Total Stockholder Equity 2.582482e+09
Minority Interest 1.203000e+07
Other Current Liab 5.448970e+08
Total Assets 7.748845e+09
Common Stock 2.614000e+06
Other Current Assets 1.300070e+08
Retained Earnings 9.060900e+08
Other Liab 4.179760e+08
Good Will 1.024900e+09
Treasury Stock -2.857800e+08
Other Assets 3.233100e+07
Cash 3.918050e+08
Total Current Liabilities 2.244714e+09
Deferred Long Term Asset Charges 5.494000e+06
Short Long Term Debt 2.593100e+07
Other Stockholder Equity 5.935400e+07
Property Plant Equipment 2.972778e+09
Total Current Assets 3.129300e+09
Net Tangible Assets 9.680460e+08
Net Receivables 9.186950e+08
Long Term Debt 2.268842e+09
Inventory 1.530014e+09
Accounts Payable 1.100759e+09 ]
['quarterly_cashflow', 2022-03-27 2021-12-26 \
Change To Liabilities -2454000.0 84657000.0
Total Cashflows From Investing Activities -85576000.0 -111842000.0
Net Borrowings 196412000.0 -235000.0
Total Cash From Financing Activities 166330000.0 -235000.0
Change To Operating Activities -8946000.0 -75981000.0
Net Income 280438000.0 36754000.0
Change In Cash 305677000.0 -115074000.0
Repurchase Of Stock -28984000.0 -28984000.0
Effect Of Exchange Rate -2073000.0 -1961000.0
Total Cash From Operating Activities 226996000.0 -1036000.0
Depreciation 102142000.0 106488000.0
Change To Inventory -146035000.0 -28211000.0
Change To Account Receivables -66669000.0 -120429000.0
Other Cashflows From Financing Activities -1098000.0 -1098000.0
Change To Netincome -17969000.0 -54879000.0
Capital Expenditures -81578000.0 -100851000.0
2021-09-26 2021-06-27
Change To Liabilities 8.445000e+06 506670000.0
Total Cashflows From Investing Activities -1.049512e+09 -73266000.0
Net Borrowings 9.280300e+08 -97181000.0
Total Cash From Financing Activities 9.143870e+08 -105831000.0
Change To Operating Activities 1.507300e+07 -25391000.0
Net Income 6.072500e+07 -166687000.0
Change In Cash 7.517800e+07 79777000.0
Repurchase Of Stock -2.898400e+07 -28984000.0
Effect Of Exchange Rate -2.240000e+06 371000.0
Total Cash From Operating Activities 2.125430e+08 258503000.0
Depreciation 9.207600e+07 95728000.0
Change To Inventory 2.429400e+07 -91397000.0
Change To Account Receivables -2.133800e+07 -62718000.0
Other Cashflows From Financing Activities -1.364300e+07 -8650000.0
Change To Netincome 1.158100e+07 -20393000.0
Capital Expenditures -9.707600e+07 -81577000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 3637698000 -166687000
3Q2021 3827566000 60725000
4Q2021 4038769000 36754000
1Q2022 4240395000 280438000]
['quarterly_financials', 2022-03-27 2021-12-26 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 355779000.0 41659000.0
Minority Interest 11976000.0 11854000.0
Net Income 280438000.0 36754000.0
Selling General Administrative 120323000.0 35329000.0
Gross Profit 541980000.0 352500000.0
Ebit 421657000.0 317171000.0
Operating Income 421657000.0 317171000.0
Other Operating Expenses None None
Interest Expense -36296000.0 -34974000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 75219000.0 5191000.0
Total Revenue 4240395000.0 4038769000.0
Total Operating Expenses 3818738000.0 3721598000.0
Cost Of Revenue 3698415000.0 3686269000.0
Total Other Income Expense Net -65878000.0 -275512000.0
Discontinued Operations None None
Net Income From Continuing Ops 280560000.0 36468000.0
Net Income Applicable To Common Shares 280438000.0 36754000.0
2021-09-26 2021-06-27
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 91220000.0 -176315000.0
Minority Interest 12140000.0 12030000.0
Net Income 60725000.0 -166687000.0
Selling General Administrative 250844000.0 102959000.0
Gross Profit 371843000.0 380241000.0
Ebit 120999000.0 277282000.0
Operating Income 120999000.0 277282000.0
Other Operating Expenses None None
Interest Expense -29833000.0 -50651000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 30385000.0 -9812000.0
Total Revenue 3827566000.0 3637698000.0
Total Operating Expenses 3706567000.0 3360416000.0
Cost Of Revenue 3455723000.0 3257457000.0
Total Other Income Expense Net -29779000.0 -453597000.0
Discontinued Operations None None
Net Income From Continuing Ops 60835000.0 -166503000.0
Net Income Applicable To Common Shares 60725000.0 -166687000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 1391177 2021-12-30
1 iShares Core S&P Midcap ETF 1354194 2022-01-30
2 Vanguard Small-Cap Index Fund 1226527 2021-12-30
3 Vanguard Small Cap Value Index Fund 778076 2021-12-30
4 Vanguard Extended Market Index Fund 647608 2021-12-30
5 DFA U.S. Small Cap Value Series 494751 2022-01-30
6 First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap... 488488 2022-02-27
7 SPDR S&P Mid Cap 400 ETF Trust 418251 2022-01-30
8 IShares S&P Midcap 400 Value ETF 353867 2022-01-30
9 Vanguard Consumer Staples Index Fund 342523 2022-02-27
% Out Value
0 0.0058 39231191
1 0.0056 37876806
2 0.0051 34588061
3 0.0032 21941743
4 0.0027 18262545
5 0.0021 13838185
6 0.0020 11518547
7 0.0017 11698480
8 0.0015 9897659
9 0.0014 8076692 ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 12.321428 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 18801668096
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 1.764964
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 3.347875 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.15 | 25.128986 | 29.471905 | 33.814823 | 26.957624 | 2.372893 | 22.211838 | 31.70341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.000459 | 24.15 | 490057840.234375 | 0.691969 | 0.80545 | 0.53536 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 12.692432470075477 12.658305740019543 test cv mean error, stdev (10 folds): 13.81643891808431 12.742004519767413 sell date: 2022-06-24 expected return: -0.030545518513457035 discounted return: -0.005156949693432056 quarter return: 0.6214704447404967
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.784803 1.376 71.922 5.08 0.0739
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
DVN 5506999808 0.41984 11.09369 2805625088 0.56522
grossProfits heldPercentInstitutions industry marketCap \
DVN 7414000000 0.86307 Oil & Gas E&P 39279542272
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
DVN 4898999808 0.25288 0.4991 0.43 4.401456
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DVN 2.994552 0.21445 1.207 0.13402
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DVN 0.45627 2.003 19.784 Energy 677000000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DVN 1.7 2099000064 3.16 6760000000 13116999680
trailingPE
DVN 28.808342
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 58.02 | 63.067854 | 72.56 | 82.052146 | 65.759365 | 6.444488 | 52.870389 | 78.648341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.104104 | 58.02 | 237878397.65625 | 0.701688 | 0.885466 | 0.540317 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 68.71417548477189 62.1797578559326 test cv mean error, stdev (10 folds): 74.83647438011172 61.97295578707844 sell date: 2022-09-23 expected return: 0.1808220391019067 discounted return: 0.0017149827102662663 quarter return: 1.1707484793447243
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.636000e+09 8.206000e+09 8.189000e+09
Total Liab 1.162600e+10 1.199600e+10 1.153000e+10
Total Stockholder Equity 9.262000e+09 8.924000e+09 8.399000e+09
Minority Interest 1.370000e+08 1.370000e+08 1.360000e+08
Other Current Liab 2.545000e+09 2.940000e+09 2.554000e+09
Total Assets 2.102500e+10 2.105700e+10 2.006500e+10
Common Stock 6.600000e+07 6.800000e+07 6.800000e+07
Other Current Assets 5.240000e+08 4.860000e+08 5.030000e+08
Retained Earnings 1.692000e+09 7.500000e+08 2.430000e+08
Other Liab 1.805000e+09 1.743000e+09 1.698000e+09
Good Will 7.530000e+08 7.530000e+08 7.530000e+08
Treasury Stock -1.320000e+08 -1.000000e+08 -1.010000e+08
Other Assets 3.780000e+08 3.670000e+08 3.970000e+08
Cash 2.099000e+09 2.144000e+09 1.348000e+09
Total Current Liabilities 3.087000e+09 3.505000e+09 3.072000e+09
Deferred Long Term Asset Charges 7.000000e+06 NaN NaN
Other Stockholder Equity -1.320000e+08 -1.000000e+08 -1.010000e+08
Property Plant Equipment 1.524300e+10 1.532200e+10 1.544100e+10
Total Current Assets 4.249000e+09 4.227000e+09 3.076000e+09
Long Term Investments 4.020000e+08 3.880000e+08 3.980000e+08
Net Tangible Assets 8.509000e+09 8.171000e+09 7.646000e+09
Net Receivables 1.626000e+09 1.597000e+09 1.225000e+09
Long Term Debt 6.482000e+09 6.492000e+09 6.502000e+09
Accounts Payable 5.000000e+08 5.370000e+08 4.870000e+08
Short Long Term Debt NaN NaN NaN
2021-03-31
Capital Surplus 8.172000e+09
Total Liab 1.197100e+10
Total Stockholder Equity 8.353000e+09
Minority Interest 1.330000e+08
Other Current Liab 2.124000e+09
Total Assets 2.045700e+10
Common Stock 6.700000e+07
Other Current Assets 5.290000e+08
Retained Earnings 2.180000e+08
Other Liab 1.724000e+09
Good Will 7.530000e+08
Treasury Stock -1.040000e+08
Other Assets 3.060000e+08
Cash 1.683000e+09
Total Current Liabilities 2.945000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity -1.040000e+08
Property Plant Equipment 1.552900e+10
Total Current Assets 3.467000e+09
Long Term Investments 4.020000e+08
Net Tangible Assets 7.600000e+09
Net Receivables 1.255000e+09
Long Term Debt 7.042000e+09
Accounts Payable 5.640000e+08
Short Long Term Debt 2.260000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.700000e+07 9.000000e+06
Change To Liabilities -1.800000e+07 4.690000e+08
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08
Total Cash From Financing Activities -1.149000e+09 -3.370000e+08
Change To Operating Activities -2.200000e+07 -2.900000e+07
Net Income 1.506000e+09 8.380000e+08
Change In Cash -5.000000e+07 7.820000e+08
Repurchase Of Stock -5.890000e+08 -3.000000e+06
Effect Of Exchange Rate 1.000000e+06 -5.000000e+06
Total Cash From Operating Activities 1.616000e+09 1.598000e+09
Depreciation 5.850000e+08 5.790000e+08
Dividends Paid -7.300000e+07 -7.400000e+07
Change To Account Receivables -3.100000e+07 -3.320000e+08
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06
Change To Netincome -4.010000e+08 1.130000e+08
Capital Expenditures -5.150000e+08 -4.840000e+08
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments 8.000000e+06 10000000.0
Change To Liabilities 7.200000e+07 16000000.0
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0
Total Cash From Financing Activities -9.820000e+08 -824000000.0
Change To Operating Activities -7.600000e+07 -95000000.0
Net Income 2.560000e+08 213000000.0
Change In Cash -3.390000e+08 -359000000.0
Repurchase Of Stock -9.000000e+06 -33000000.0
Effect Of Exchange Rate 2.000000e+06 3000000.0
Total Cash From Operating Activities 1.093000e+09 592000000.0
Depreciation 5.360000e+08 481000000.0
Dividends Paid -7.500000e+07 -128000000.0
Change To Account Receivables -1.000000e+08 -63000000.0
Other Cashflows From Financing Activities -2.000000e+06 -28000000.0
Change To Netincome 2.840000e+08 25000000.0
Capital Expenditures -5.090000e+08 -499000000.0
Net Borrowings -7.420000e+08 -560000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2461000000 213000000
2Q2021 2977000000 256000000
3Q2021 3625000000 838000000
4Q2021 4054000000 1506000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1662000000.0 964000000.0
Minority Interest 137000000.0 137000000.0
Net Income 1506000000.0 838000000.0
Selling General Administrative 95000000.0 95000000.0
Gross Profit 2380000000.0 2088000000.0
Ebit 1727000000.0 1068000000.0
Operating Income 1727000000.0 1068000000.0
Other Operating Expenses -24000000.0 344000000.0
Interest Expense -92000000.0 -93000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150000000.0 120000000.0
Total Revenue 4054000000.0 3625000000.0
Total Operating Expenses 2327000000.0 2557000000.0
Cost Of Revenue 1674000000.0 1537000000.0
Total Other Income Expense Net -65000000.0 -104000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1512000000.0 844000000.0
Net Income Applicable To Common Shares 1487000000.0 832000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 304000000.0 -32000000.0
Minority Interest 136000000.0 133000000.0
Net Income 256000000.0 213000000.0
Selling General Administrative 94000000.0 107000000.0
Gross Profit 1655000000.0 1291000000.0
Ebit 320000000.0 202000000.0
Operating Income 320000000.0 202000000.0
Other Operating Expenses 702000000.0 512000000.0
Interest Expense -98000000.0 -105000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 -248000000.0
Total Revenue 2977000000.0 2461000000.0
Total Operating Expenses 2657000000.0 2259000000.0
Cost Of Revenue 1322000000.0 1170000000.0
Total Other Income Expense Net -16000000.0 -234000000.0
Discontinued Operations None None
Net Income From Continuing Ops 261000000.0 216000000.0
Net Income Applicable To Common Shares 253000000.0 211000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 19232335 2021-12-30
1 Select Sector SPDR Fund-Energy Select 18515332 2022-01-30
2 Vanguard Mid-Cap Index Fund 15295295 2021-12-30
3 Vanguard 500 Index Fund 13333264 2021-12-30
4 Undiscovered Managers Behavioral Value Fund 7254904 2021-12-30
5 SPDR S&P 500 ETF Trust 6678214 2022-01-30
6 Fidelity 500 Index Fund 6447707 2022-02-27
7 iShares Core S&P 500 ETF 5236340 2022-01-30
8 Vanguard Index-Value Index Fund 5169015 2021-12-30
9 Victory Portfolios-Sycamore Established Value ... 5050000 2022-01-30
% Out Value
0 0.0291 847184356
1 0.0281 936320339
2 0.0232 673757744
3 0.0202 587330279
4 0.0110 319578521
5 0.0101 337717281
6 0.0098 383960951
7 0.0079 264801713
8 0.0078 227695110
9 0.0077 255378500 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
beta currentRatio debtToEquity earningsGrowth ebitda \
UTHR 0.639732 8.84 19.156 7.246 959200000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
UTHR 0.54244 11.61131 514424992 0.92908 1563000000
heldPercentInstitutions industry marketCap operatingCashflow \
UTHR 0.99621 Biotechnology 10230438912 797100032
operatingMargins payoutRatio pegRatio priceToBook \
UTHR 0.51422 0 6.92 2.448979
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
UTHR 5.785466 0.38873 8.333 0.11365
returnOnEquity revenueGrowth revenuePerShare sector \
UTHR 0.18038 0.218 39.252 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
UTHR 45299500 4.37 2267699968 50.06 800000000
totalRevenue trailingPE
UTHR 1768300032 15.645306
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.380005 | 194.589531 | 219.462223 | 244.334915 | 195.494921 | 19.533079 | 156.428764 | 234.561078 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UTHR | 1.481235 | 219.380005 | 8360250.78125 | 0.878858 | 0.826178 | 0.414478 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 531.9682941978095 452.0653837271293 test cv mean error, stdev (10 folds): 561.166735867955 464.135091498849 sell date: 2022-08-26 expected return: 0.08353942336232305 discounted return: 0.0011634723460982599 quarter return: 1.1129089192358042
['options', ('2022-08-19',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 16.62
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 83
governanceScore 7.41
environmentPercentile None
animalTesting True
tobacco False
totalEsg 25.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 45.83
peerGroup Pharmaceuticals
smallArms False
environmentScore 1.68
governancePercentile None
militaryContract False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 28.5 | 25.427799 | 27.012222 | 28.596646 | 26.44746 | 1.162243 | 24.122974 | 28.771947 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIVO | 0.591657 | 28.5 | 11730103.320312 | 0.878325 | 0.565494 | 0.431737 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 13.788280356464544 13.738014778596314 test cv mean error, stdev (10 folds): 15.089252087061718 13.747310761770128 sell date: 2022-09-23 expected return: 0.14727365429632056 discounted return: 0.0014173787118039183 quarter return: 1.1391775064546943
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
ROCC 2.866152 0.497 80.978 323780000 0.45632 3.112757
freeCashflow grossMargins grossProfits heldPercentInstitutions \
ROCC 111158752 0.9232 508729000 0.83062
industry marketCap operatingCashflow operatingMargins payoutRatio \
ROCC Oil & Gas E&P 800399808 390172992 0.23271 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
ROCC 0.13 2.546801 1.128053 0.06175
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
ROCC 0.404 0.08139 0.19205 1.903 39.08
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
ROCC Energy 21163400 2.3 6358000 0.3
totalDebt totalRevenue trailingPE
ROCC 525808992 709540992 16.0731
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 37.82 | 32.048974 | 43.306825 | 54.564677 | 37.893968 | 5.380754 | 27.132461 | 48.655476 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROCC | 1.213679 | 37.82 | 11962556.054688 | 0.666102 | 0.594188 | 0.577777 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 73.681655909482 104.52540953783401 test cv mean error, stdev (10 folds): 78.01204468659131 108.68230111797764 sell date: 2022-07-01 expected return: 0.046128351250736964 discounted return: 0.003474951760013667 quarter return: 1.3759458452054782
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.350272 1.513 38.088 1.92 0.0176
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
COP 4.853 25497999360 0.46444 7.529317 10752749568
grossMargins grossProfits heldPercentInstitutions industry \
COP 0.52295 22936000000 0.81349 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
COP 121247997952 19983998976 0.33401 0.2348 0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
COP 2.463471 2.208525 0.23417 1.287
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
COP 0.1295 0.27835 0.828 41.447 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
COP 1293449984 2.15 7144000000 5.523 18745999360
totalRevenue trailingPE
COP 54899998720 9.71701
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.739998 | 99.652102 | 112.199365 | 124.746628 | 104.355397 | 7.447422 | 89.460553 | 119.250241 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.95084 | 93.739998 | 189274208.203125 | 0.685759 | 0.80033 | 0.48084 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 146.57805508986883 144.15463593296505 test cv mean error, stdev (10 folds): 160.23674169113747 144.24443854330687 sell date: 2022-06-24 expected return: -0.005859008557960844 discounted return: -0.0009788938850212592 quarter return: 0.9138376538273771
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.68
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile None
militaryContract False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0086
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 6.773723 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82197 Oil & Gas E&P 52182794240
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.24 3.445545
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.798662 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 8.324114
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 55.68 | 56.839295 | 65.607143 | 74.374991 | 61.382222 | 4.693201 | 51.995819 | 70.768625 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.190976 | 55.68 | 498984476.953125 | 0.71978 | 0.690434 | 0.542013 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 67.2199336556931 59.73887056699645 test cv mean error, stdev (10 folds): 72.47517021468275 60.18150296369074 sell date: 2022-09-16 expected return: 0.26756470126000104 discounted return: 0.0026378898086187874 quarter return: 1.2742609135760552
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.139999 | 89.504506 | 94.30381 | 99.103114 | 92.664127 | 3.996399 | 84.671329 | 100.656925 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MGPI | 1.204144 | 93.139999 | 2319158.789062 | 0.847493 | 0.649088 | 0.471114 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 108.84844376995493 108.33051212540643 test cv mean error, stdev (10 folds): 117.69850195448052 109.76106514492068 sell date: 2022-09-23 expected return: 0.1823336205591928 discounted return: 0.0017281939806363944 quarter return: 1.172169866801382
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
beta currentRatio debtToEquity dividendRate dividendYield \
MTDR 3.830762 0.997 64.833 0.2 0.0036
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MTDR 2.392 1377725952 0.67726 5.21385 29532376
grossMargins grossProfits heldPercentInstitutions industry \
MTDR 0.85318 1462239000 0.94358 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MTDR 6048000000 1212914048 0.49636 0.0245 0.52
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MTDR 2.853322 2.97308 0.35956 0.801
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MTDR 0.15195 0.40598 0.966 17.345 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTDR 118125000 5.18 63001000 0.533 1515442944
totalRevenue trailingPE
MTDR 2034253952 8.356456
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 51.200001 | 48.705794 | 59.342064 | 69.978334 | 55.003573 | 5.257912 | 44.487749 | 65.519397 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTDR | 0.702256 | 51.200001 | 48684538.476562 | 0.730363 | 0.889052 | 0.461003 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 50.80379825693239 41.064777707204016 test cv mean error, stdev (10 folds): 55.70621239599544 39.882041781440286 sell date: 2022-06-24 expected return: 2.4217904656762308e-05 discounted return: 4.036276713748066e-06 quarter return: 1.0003714056622668
['options', ('2022-07-15', '2023-01-20')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
CIVI 1.69646 0.505 11.399 1.85 0.0308 910931008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CIVI 0.54408 4.123542 855249152 0.79951 731177000
heldPercentInstitutions industry marketCap operatingCashflow \
CIVI 1.04414 Oil & Gas E&P 5104847872 764176000
operatingMargins payoutRatio pegRatio priceToBook \
CIVI 0.26443 0.2792 0.33 1.100427
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CIVI 3.049008 0.16167 0.477 0.06714
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
CIVI 0.09524 10.028 31.498 Energy 84967504
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
CIVI 6.11 154348992 1.817 528631008 1674264960
trailingPE
CIVI 11.968128
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.080002 | 60.574303 | 74.092381 | 87.610459 | 65.567778 | 7.658155 | 50.251469 | 80.884087 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CIVI | 1.757641 | 60.080002 | 11280458.398438 | 0.651117 | 0.000393 | 0.470352 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 57.07527951568502 43.09794828343172 test cv mean error, stdev (10 folds): 61.65999107957166 42.56713606078584 sell date: 2022-09-09 expected return: 0.08288132183729856 discounted return: 0.0009598022339978307 quarter return: 1.0922714821898638
['options', ('2022-07-15', '2022-12-16')]
symbol: AZO
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 4250866.015625
Sector 1YMF: -99.27978515625
1YMF: -99.27978515625
risk trend factor: -0.18868743102283064
beta currentRatio earningsGrowth ebitda ebitdaMargins forwardPE \
AZO 0.901339 0.776 0.096 3682660096 0.23282 16.41704
grossMargins grossProfits heldPercentInstitutions industry \
AZO 0.52377 7717785000 0.96976 Specialty Retail
marketCap operatingMargins payoutRatio pegRatio \
AZO 40288190464 0.20572 0 1.97
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
AZO 2.547087 0.15207 0.033 0.14193
revenueGrowth revenuePerShare sector sharesOutstanding \
AZO 0.059 767.647 Consumer Cyclical 19576000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
AZO 2.53 263044000 13.437 8716979200 15817359360
trailingPE
AZO 18.16484
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 1992.550049 | 1816.773252 | 2002.902222 | 2189.031191 | 2042.225716 | 100.990553 | 1840.24461 | 2244.206822 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZO | 1.078463 | 1992.550049 | 4250866.015625 | 0.768227 | 0.970995 | 0.404903 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 63137.31188390248 88854.74003212538 test cv mean error, stdev (10 folds): 68455.14549345404 91507.58934823258 sell date: 2022-09-16 expected return: 0.07133760961127086 discounted return: 0.0007659372934596398 quarter return: 1.072979392980291
['options', ('2022-09-16', '2022-12-16')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.17
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 57
governanceScore 4.12
environmentPercentile None
animalTesting False
tobacco False
totalEsg 11.34
highestControversy 2
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 3.53
peerGroup Retailing
smallArms False
environmentScore 0.05
governancePercentile None
militaryContract False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
beta currentRatio debtToEquity dividendRate dividendYield \
MUSA 0.820982 1.083 283.285 1.24 0.005
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MUSA 2.025 950200000 0.05637 19.691177 451787488
grossMargins grossProfits heldPercentInstitutions industry \
MUSA 0.07071 1064700000 0.86324 Specialty Retail
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MUSA 6157129216 846800000 0.04334 0.0569 3.33
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MUSA 7.779171 0.365287 0.02931 0.733
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
MUSA 0.11155 0.62846 0.501 658.653
sector sharesOutstanding shortRatio totalCash \
MUSA Consumer Cyclical 24201600 4.6 356200000
totalCashPerShare totalDebt totalRevenue trailingPE
MUSA 14.718 2242200064 16855600128 13.386478
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.949997 | 223.738215 | 240.378096 | 257.017977 | 230.259682 | 18.979918 | 192.299846 | 268.219518 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUSA | 1.334565 | 219.949997 | 5753261.328125 | 0.722226 | 0.983263 | 0.407464 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 715.3257830805561 661.0824765975951 test cv mean error, stdev (10 folds): 648.0064679024345 656.4161816818842 sell date: 2022-08-26 expected return: 0.06149875115961356 discounted return: 0.0008653281758577158 quarter return: 1.0828275996323262
['options', ('2022-07-15', '2022-11-18')]
symbol: UFCS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1723938.8671875
Sector 1YMF: -1.0800018310546875
1YMF: -1.0800018310546875
risk trend factor: -0.24161108190588027
Empty DataFrame
Columns: []
Index: [UFCS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.57 | 29.682972 | 31.6 | 33.517028 | 30.725873 | 1.016477 | 28.69292 | 32.758826 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UFCS | 1.187165 | 32.57 | 1723938.867188 | 0.782015 | 0.585692 | 0.498098 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 13.34140757695232 9.2016866490542 test cv mean error, stdev (10 folds): 14.540631099273885 8.79345756381533 sell date: 2022-09-16 expected return: 0.08518140898826108 discounted return: 0.0009087145226485127 quarter return: 1.0871545453020353
['options', ('2022-08-19',)]
symbol: CVBF
sector: Financial Services
Index: SP600
vol_30d_2yr: 12635628.7109375
Sector 1YMF: -0.7200050354003906
1YMF: -0.7200050354003906
risk trend factor: -0.30769443950852354
beta dividendRate dividendYield earningsGrowth ebitdaMargins \
CVBF 0.377941 0.72 0.0305 -0.34 0
forwardPE grossMargins grossProfits heldPercentInstitutions \
CVBF 16.874126 0 483535000 0.72487
industry marketCap operatingMargins payoutRatio pegRatio \
CVBF Banks—Regional 3270145792 0.60509 0.5143 1.53
priceToBook priceToSalesTrailing12Months profitMargins returnOnAssets \
CVBF 1.584373 6.935887 0.41187 0.01199
returnOnEquity revenueGrowth revenuePerShare sector \
CVBF 0.09482 -0.091 3.428 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CVBF 135522000 3.87 1659897984 11.72 598908992
totalRevenue trailingPE
CVBF 471481984 15.272151
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.129999 | 23.52193 | 24.381429 | 25.240927 | 23.704776 | 0.67123 | 22.362315 | 25.047236 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVBF | 1.598852 | 24.129999 | 12635628.710938 | 0.887047 | 0.445451 | 0.318304 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 3.115250571845985 2.0162683413279776 test cv mean error, stdev (10 folds): 3.3206175302063086 2.001984259093406 sell date: 2022-08-26 expected return: 0.028650177231196176 discounted return: 0.0004094669280247931 quarter return: 1.0383814958869377
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 2.731000e+07 2.539400e+07 2.728600e+07
Total Liab 1.546409e+10 1.380219e+10 1.413768e+10
Total Stockholder Equity 2.075043e+09 2.081503e+09 2.063920e+09
Total Assets 1.753914e+10 1.588370e+10 1.620160e+10
Common Stock 2.221305e+09 1.209903e+09 1.208569e+09
Other Liab 1.194280e+08 9.571600e+07 8.888300e+07
Good Will 7.658220e+08 6.637070e+08 6.637070e+08
Treasury Stock -1.462620e+08 -3.968000e+06 3.078000e+06
Other Assets 9.004589e+09 8.111415e+09 8.115782e+09
Cash 1.653039e+09 1.732548e+09 2.561363e+09
Total Current Liabilities 1.534467e+10 1.369213e+10 1.402944e+10
Other Stockholder Equity -1.462620e+08 -3.968000e+06 3.078000e+06
Property Plant Equipment 5.343500e+07 6.837000e+07 6.921500e+07
Total Current Assets 1.659898e+09 1.822471e+09 2.671922e+09
Long Term Investments 6.028083e+09 5.192340e+09 4.653686e+09
Net Tangible Assets 1.281911e+09 1.392402e+09 1.372927e+09
Short Term Investments 6.859000e+06 2.599900e+07 2.726000e+07
Accounts Payable 1.474576e+10 1.302678e+10 1.335197e+10
Other Current Assets NaN 3.420400e+07 3.025300e+07
Retained Earnings NaN 8.755680e+08 8.522730e+08
Deferred Long Term Asset Charges NaN 2.500100e+07 NaN
Net Receivables NaN 7.602000e+06 3.687000e+07
2021-06-30
Intangible Assets 2.930000e+07
Total Liab 1.348421e+10
Total Stockholder Equity 2.055074e+09
Total Assets 1.553929e+10
Common Stock 1.214882e+09
Other Liab 8.605700e+07
Good Will 6.637070e+08
Treasury Stock 1.325100e+07
Other Assets 8.337049e+09
Cash 2.331865e+09
Total Current Liabilities 1.337953e+10
Other Stockholder Equity 1.325100e+07
Property Plant Equipment 7.021800e+07
Total Current Assets 2.452381e+09
Long Term Investments 3.986633e+09
Net Tangible Assets 1.362067e+09
Short Term Investments 2.625800e+07
Accounts Payable 1.277949e+10
Other Current Assets 3.512400e+07
Retained Earnings 8.269410e+08
Deferred Long Term Asset Charges NaN
Net Receivables 4.071000e+07 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 45560000.0 47696000.0
Change To Liabilities 0.0 0.0
Investments NaN -862160000.0
Total Cashflows From Investing Activities NaN -894601000.0
Net Borrowings NaN -14910000.0
Total Cash From Financing Activities NaN 7124000.0
Change To Operating Activities NaN 2916000.0
Issuance Of Stock NaN 291000.0
Change In Cash NaN -828815000.0
Repurchase Of Stock NaN -91000.0
Total Cash From Operating Activities NaN 58662000.0
Depreciation NaN 717000.0
Other Cashflows From Investing Activities NaN 1293000.0
Dividends Paid NaN -24392000.0
Other Cashflows From Financing Activities NaN 46226000.0
Change To Netincome NaN 7333000.0
Capital Expenditures NaN -2399000.0
2021-09-30 2021-06-30
Net Income 49753000.0 51179000.0
Change To Liabilities 0.0 0.0
Investments -378753000.0 -38963000.0
Total Cashflows From Investing Activities -146757000.0 175741000.0
Net Borrowings 81372000.0 41087000.0
Total Cash From Financing Activities 310374000.0 607064000.0
Change To Operating Activities 15390000.0 -29432000.0
Issuance Of Stock 22000.0 73000.0
Change In Cash 229498000.0 806566000.0
Repurchase Of Stock -7712000.0 -32000.0
Total Cash From Operating Activities 65881000.0 23761000.0
Depreciation -2305000.0 -1312000.0
Other Cashflows From Investing Activities 1293000.0 -18941000.0
Dividends Paid -24467000.0 -24466000.0
Other Cashflows From Financing Activities 261159000.0 590402000.0
Change To Netincome 3043000.0 3326000.0
Capital Expenditures 21000.0 -1637000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 121724000 51179000
3Q2021 117782000 49753000
4Q2021 110880000 47696000
1Q2022 121096000 45560000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 63366000.0 66800000.0 69683000.0
Minority Interest None None None
Net Income 45560000.0 47696000.0 49753000.0
Selling General Administrative 45525000.0 40640000.0 40366000.0
Gross Profit 121096000.0 110880000.0 117782000.0
Ebit 0.0 0.0 0.0
Operating Income 70494000.0 64945000.0 72506000.0
Other Operating Expenses 5077000.0 5295000.0 4910000.0
Interest Expense None None None
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 17806000.0 19104000.0 19930000.0
Total Revenue 121096000.0 110880000.0 117782000.0
Total Operating Expenses 50602000.0 45935000.0 45276000.0
Cost Of Revenue 0.0 0.0 0.0
Total Other Income Expense Net -7128000.0 1855000.0 -2823000.0
Discontinued Operations None None None
Net Income From Continuing Ops 45560000.0 47696000.0 49753000.0
Net Income Applicable To Common Shares 45560000.0 47499000.0 49526000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax 71679000.0
Minority Interest None
Net Income 51179000.0
Selling General Administrative 40489000.0
Gross Profit 121724000.0
Ebit 0.0
Operating Income 77346000.0
Other Operating Expenses 3889000.0
Interest Expense None
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 20500000.0
Total Revenue 121724000.0
Total Operating Expenses 44378000.0
Cost Of Revenue 0.0
Total Other Income Expense Net -5667000.0
Discontinued Operations None
Net Income From Continuing Ops 51179000.0
Net Income Applicable To Common Shares 50942000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8960862 2022-01-30
1 Neuberger & Berman Genesis Fund 3665105 2022-02-27
2 Vanguard Total Stock Market Index Fund 3663017 2021-12-30
3 Vanguard Small-Cap Index Fund 3240182 2021-12-30
4 iShares Russell 2000 ETF 3000907 2022-01-30
5 iShares S&P Smallcap 600 Value ETF 2118512 2022-01-30
6 Vanguard Small Cap Value Index Fund 2055670 2021-12-30
7 Allspring Special Small Cap Value Fund 1855074 2022-02-27
8 Vanguard Extended Market Index Fund 1718314 2021-12-30
9 Advisors Inner Circle Fund II-Champlain Small ... 1500000 2021-12-30
% Out Value
0 0.0635 197407789
1 0.0260 86423175
2 0.0260 78425193
3 0.0230 69372296
4 0.0213 66109981
5 0.0150 46670819
6 0.0146 44011894
7 0.0132 43742644
8 0.0122 36789102
9 0.0106 32115000 ]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
beta currentRatio debtToEquity dividendRate dividendYield \
EOG 1.658348 1.354 24.707 3 0.0269
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
EOG -0.422 9639999488 0.42867 7.303466 3687624960
grossMargins grossProfits heldPercentInstitutions industry \
EOG 0.67685 13034000000 0.89124 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
EOG 65406570496 7749000192 0.25347 0.265 0.57
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
EOG 3.036243 2.90851 0.19464 1.153
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
EOG 0.09594 0.20694 0.667 38.672 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
EOG 585713024 1.67 4008999936 6.845 5321999872
totalRevenue trailingPE
EOG 22488000512 14.899266
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 111.669998 | 116.00035 | 133.675556 | 151.350762 | 125.214127 | 8.653608 | 107.906911 | 142.521343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EOG | 0.966433 | 111.669998 | 97142371.875 | 0.688961 | 0.584303 | 0.478009 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 263.50765728004404 194.33682292950965 test cv mean error, stdev (10 folds): 286.67242832517366 188.78777840262532 sell date: 2022-09-16 expected return: 0.22256139976037265 discounted return: 0.0022352518573900415 quarter return: 1.2280329733852624
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.13
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.73
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.25
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.37
peerGroup Oil & Gas Producers
smallArms False
environmentScore 20.39
governancePercentile None
militaryContract False]
symbol: CYTK
sector: Healthcare
Index: SP600
vol_30d_2yr: 23676993.75
Sector 1YMF: -4.1999969482421875
1YMF: -4.1999969482421875
risk trend factor: -0.3733330620659722
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CYTK 1.22366 9.328 279.088 -220479008 0 -9.596244
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CYTK -149753248 -1.68057 -89510000 1.14096
industry marketCap operatingCashflow operatingMargins \
CYTK Biotechnology 3501462016 -139814000 -3.43789
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
CYTK 0 -0.6 30.080944 53.84545
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
CYTK 0 9.201 -0.19497 -2.79897 -0.825
revenuePerShare sector sharesOutstanding shortRatio totalCash \
CYTK 0.809 Healthcare 85652200 9.63 608974016
totalCashPerShare totalDebt totalRevenue
CYTK 7.11 324471008 65028000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.580002 | 37.816359 | 39.913492 | 42.010626 | 39.092064 | 2.21228 | 34.667503 | 43.516624 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CYTK | 0.618546 | 40.580002 | 23676993.75 | 0.779452 | 0.984005 | 0.353422 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 24.198114077612242 21.543997143388985 test cv mean error, stdev (10 folds): 25.43219886436263 22.221736587069383 sell date: 2022-09-23 expected return: 0.1641286618363941 discounted return: 0.0015679586588457362 quarter return: 1.1550449072443965
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: ULTA
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 17968125.78125
Sector 1YMF: -40.080047607421875
1YMF: -40.080047607421875
risk trend factor: -0.40616171652986643
beta currentRatio debtToEquity earningsGrowth ebitda \
ULTA 1.65196 1.464 120.281 0.789 1561005056
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
ULTA 0.18086 22.113407 763609024 0.43536 3757531000
heldPercentInstitutions industry marketCap operatingCashflow \
ULTA 0.92322 Specialty Retail 21422397440 1059265024
operatingMargins payoutRatio pegRatio priceToBook \
ULTA 0.14987 0 0.46 10.792322
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ULTA 2.482061 0.11422 0.427 0.16407
returnOnEquity revenueGrowth revenuePerShare sector \
ULTA 0.55777 0.241 158.417 Consumer Cyclical
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ULTA 54120200 1.74 431560000 8.247 1846755968
totalRevenue trailingPE
ULTA 8630889472 25.36884
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 395.829987 | 334.79461 | 392.247617 | 449.700624 | 397.276032 | 20.780001 | 355.716031 | 438.836034 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ULTA | 1.308411 | 395.829987 | 17968125.78125 | 0.830576 | 0.517356 | 0.398236 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 2384.3378017500263 3651.6916988205103 test cv mean error, stdev (10 folds): 2511.063421259521 3806.79780264185 sell date: 2022-09-23 expected return: 0.13502035319233277 discounted return: 0.0013065288806024533 quarter return: 1.1276346429644923
['quarterly_balance_sheet', 2022-01-29 2021-10-30 2021-07-31 \
Intangible Assets 1.538000e+06 1.770000e+06 2.001000e+06
Capital Surplus 9.349450e+08 9.158140e+08 8.892060e+08
Total Liab 3.229006e+09 3.300967e+09 3.074772e+09
Total Stockholder Equity 1.535373e+09 1.986800e+09 1.879813e+09
Deferred Long Term Liab 2.259600e+07 NaN NaN
Other Current Liab 3.663650e+08 2.726280e+08 3.093070e+08
Total Assets 4.764379e+09 5.287767e+09 4.954585e+09
Common Stock 5.300000e+05 5.490000e+05 5.510000e+05
Other Current Assets 5.909000e+06 3.750100e+07 1.854400e+07
Retained Earnings 6.533760e+08 1.123749e+09 1.034831e+09
Other Liab 9.835800e+07 1.109300e+08 1.077000e+08
Good Will 1.087000e+07 1.087000e+07 1.087000e+07
Treasury Stock -5.347800e+07 -5.331200e+07 -4.477500e+07
Other Assets 7.138500e+07 6.542100e+07 6.396100e+07
Cash 4.315600e+08 6.050530e+08 7.701440e+08
Total Current Liabilities 1.558010e+09 1.624116e+09 1.381533e+09
Property Plant Equipment 2.396732e+09 2.373198e+09 2.379673e+09
Total Current Assets 2.281183e+09 2.833693e+09 2.494934e+09
Long Term Investments 2.671000e+06 2.815000e+06 3.146000e+06
Net Tangible Assets 1.522965e+09 1.974160e+09 1.866942e+09
Net Receivables 2.336820e+08 1.692120e+08 1.544160e+08
Inventory 1.499218e+09 1.916343e+09 1.443685e+09
Accounts Payable 5.527300e+08 7.474510e+08 5.352570e+08
2021-05-01
Intangible Assets 2.233000e+06
Capital Surplus 8.613120e+08
Total Liab 3.242827e+09
Total Stockholder Equity 1.844717e+09
Deferred Long Term Liab NaN
Other Current Liab 4.278950e+08
Total Assets 5.087544e+09
Common Stock 5.580000e+05
Other Current Assets NaN
Retained Earnings 1.027414e+09
Other Liab 1.067550e+08
Good Will 1.087000e+07
Treasury Stock -4.456700e+07
Other Assets 5.938200e+07
Cash 9.474560e+08
Total Current Liabilities 1.522763e+09
Property Plant Equipment 2.448056e+09
Total Current Assets 2.563756e+09
Long Term Investments 3.247000e+06
Net Tangible Assets 1.831614e+09
Net Receivables 1.543420e+08
Inventory 1.353565e+09
Accounts Payable 5.528370e+08 ]
['quarterly_cashflow', 2022-01-29 2021-10-30 \
Investments -4297000.0 -4297000.0
Change To Liabilities -118997000.0 213910000.0
Total Cashflows From Investing Activities -68066000.0 -51113000.0
Total Cash From Financing Activities -749835000.0 -127422000.0
Change To Operating Activities -40398000.0 -66507000.0
Issuance Of Stock 10089000.0 7489000.0
Net Income 289366000.0 215289000.0
Change In Cash -173493000.0 -165091000.0
Repurchase Of Stock -759924000.0 -134911000.0
Total Cash From Operating Activities 644408000.0 13444000.0
Depreciation 62800000.0 65157000.0
Change To Inventory 417125000.0 -472658000.0
Change To Account Receivables -64470000.0 -14796000.0
Change To Netincome 53681000.0 92002000.0
Capital Expenditures -63769000.0 -51113000.0
Effect Of Exchange Rate NaN NaN
2021-07-31 2021-05-01
Investments -4297000.0 -4297000.0
Change To Liabilities -21848000.0 72287000.0
Total Cashflows From Investing Activities -22742000.0 -34563000.0
Total Cash From Financing Activities -225916000.0 -394043000.0
Change To Operating Activities -81403000.0 -48028000.0
Issuance Of Stock 17776000.0 5032000.0
Net Income 250893000.0 230289000.0
Change In Cash -177312000.0 -98595000.0
Repurchase Of Stock -243692000.0 -399075000.0
Total Cash From Operating Activities 71346000.0 330067000.0
Depreciation 68978000.0 70599000.0
Change To Inventory -90120000.0 -185350000.0
Change To Account Receivables -74000.0 38767000.0
Change To Netincome 77425000.0 80072000.0
Capital Expenditures -22742000.0 -34563000.0
Effect Of Exchange Rate NaN -56000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1938519000 230289000
3Q2021 1967207000 250893000
4Q2021 1995775000 215289000
1Q2022 2729388000 289366000]
['quarterly_financials', 2022-01-29 2021-10-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 375155000.0 283826000.0
Minority Interest None None
Net Income 289366000.0 215289000.0
Selling General Administrative 1038945000.0 504037000.0
Gross Profit 1416306000.0 789474000.0
Ebit 375622000.0 283605000.0
Operating Income 375622000.0 283605000.0
Other Operating Expenses None None
Interest Expense -467000.0 -413000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 85789000.0 68537000.0
Total Revenue 2729388000.0 1995775000.0
Total Operating Expenses 2353766000.0 1712170000.0
Cost Of Revenue 1313082000.0 1206301000.0
Total Other Income Expense Net -467000.0 221000.0
Discontinued Operations None None
Net Income From Continuing Ops 289366000.0 215289000.0
Net Income Applicable To Common Shares 289366000.0 215289000.0
2021-07-31 2021-05-01
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 331882000.0 304966000.0
Minority Interest None None
Net Income 250893000.0 230289000.0
Selling General Administrative 465347000.0 446214000.0
Gross Profit 797963000.0 753788000.0
Ebit 331259000.0 302985000.0
Operating Income 331259000.0 302985000.0
Other Operating Expenses None None
Interest Expense -425000.0 -358000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 80989000.0 74677000.0
Total Revenue 1967207000.0 1938519000.0
Total Operating Expenses 1635948000.0 1635534000.0
Cost Of Revenue 1169244000.0 1184731000.0
Total Other Income Expense Net 623000.0 1981000.0
Discontinued Operations None None
Net Income From Continuing Ops 250893000.0 230289000.0
Net Income Applicable To Common Shares 250893000.0 230289000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 1544846 2021-12-30 0.0296
1 Vanguard Mid-Cap Index Fund 1229135 2021-12-30 0.0235
2 Vanguard 500 Index Fund 1151274 2021-12-30 0.0220
3 SPDR S&P 500 ETF Trust 580910 2022-01-30 0.0111
4 Legg Mason Clearbridge Large Cap Growth Fd 569422 2022-02-27 0.0109
5 Fidelity 500 Index Fund 556669 2022-02-27 0.0107
6 Eaton Vance Atlanta Capital SMID-Cap Fd 537510 2021-12-30 0.0103
7 MFS Mid Cap Growth Fund 463397 2022-02-27 0.0089
8 iShares Core S&P 500 ETF 447715 2022-01-30 0.0086
9 Vanguard Growth Index Fund 431505 2021-12-30 0.0083
Value
0 637001799
1 506821525
2 474716321
3 211300203
4 213248539
5 208472540
6 221636873
7 173542176
8 162851854
9 177926771 ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 57
governanceScore 5.01
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 16.07
highestControversy 2
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 12.44
peerGroup Retailing
smallArms False
environmentScore 3.83
governancePercentile 0
militaryContract False]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
beta currentRatio debtToEquity dividendRate dividendYield \
EQT 0.947822 0.398 61.543 0.5 0.013
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
EQT -1089323008 -0.13465 5.732057 2408109568 0.734
grossProfits heldPercentInstitutions industry marketCap \
EQT 4672261000 0.96148 Oil & Gas E&P 13281123328
operatingCashflow operatingMargins pegRatio priceToBook \
EQT 2283751936 -0.3565 0.23 1.619867
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
EQT 1.641695 -0.32564 0.162 -0.09046
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
EQT -0.3018 1.206 23.313 Energy 369536000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
EQT 2.55 16913000 0.046 5050277888 8089885184
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 37.757538 | 45.406984 | 53.05643 | 40.584762 | 5.367299 | 29.850164 | 51.31936 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EQT | 1.286201 | 35.939999 | 138427084.179688 | 0.637252 | 0.584446 | 0.494719 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 30.031748475549897 49.88330860000595 test cv mean error, stdev (10 folds): 32.88875319441041 51.45281031290238 sell date: 2022-09-23 expected return: 0.33571990522681505 discounted return: 0.002988688191711386 quarter return: 1.3159373779794563
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.21
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.64
environmentPercentile None
animalTesting False
tobacco False
totalEsg 37.38
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 83.58
peerGroup Oil & Gas Producers
smallArms False
environmentScore 19.53
governancePercentile None
militaryContract False]
symbol: PTEN
sector: Energy
Index: SP600
vol_30d_2yr: 69871969.140625
Sector 1YMF: -2.760000228881836
1YMF: -2.760000228881836
risk trend factor: -0.41071430345376264
beta currentRatio debtToEquity dividendRate dividendYield \
PTEN 2.397321 1.345 55.638 0.16 0.0084
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PTEN 246764992 0.15181 26.236109 25499124 0.21108
grossProfits heldPercentInstitutions industry marketCap \
PTEN 275133000 0.97507 Oil & Gas Drilling 4085963776
operatingCashflow operatingMargins pegRatio priceToBook \
PTEN 120548000 -0.18632 3.89 2.579192
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PTEN 2.513624 -0.3549 1.075 -0.06246
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PTEN -0.33217 1.114 8.05 Energy 216303008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
PTEN 2.76 48264000 0.223 877241984 1625527040
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 15.24 | 15.042063 | 17.914127 | 20.786191 | 16.707143 | 1.496207 | 13.714728 | 19.699558 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PTEN | 1.071603 | 15.24 | 69871969.140625 | 0.70854 | 0.193969 | 0.465514 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 5.190537105976883 4.645520582620731 test cv mean error, stdev (10 folds): 5.602469605227471 4.676791144425836 sell date: 2022-09-23 expected return: 0.3739947243693804 discounted return: 0.0032808584606571767 quarter return: 1.351675471914011
['options', ('2022-08-19', '2023-01-20')]
symbol: LPI
sector: Energy
Index: SP600
vol_30d_2yr: 14333690.68359375
Sector 1YMF: -29.169998168945312
1YMF: -29.169998168945312
risk trend factor: -0.4368728166685758
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
LPI 3.87549 0.448 280.154 404096000 0.28987 3.592152
freeCashflow grossMargins grossProfits heldPercentInstitutions \
LPI -657876864 0.65925 919042000 0.65067
industry marketCap operatingCashflow operatingMargins payoutRatio \
LPI Oil & Gas E&P 1390741760 496671008 0.13235 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
LPI -0.22 5.735708 0.997609 0.10402
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
LPI 0.396 0.05774 0.58906 1.5 97.899
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
LPI Energy 17070600 1.76 56798000 3.35
totalDebt totalRevenue
LPI 1439378048 1394075008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 81.470001 | 55.385982 | 91.38381 | 127.381638 | 80.369841 | 15.040964 | 50.287912 | 110.45177 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LPI | 1.480449 | 81.470001 | 14333690.683594 | 0.651878 | 0.115073 | 0.409738 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 231.248257243034 166.92299271305848 test cv mean error, stdev (10 folds): 246.78009461880447 167.32004507129605 sell date: 2022-06-24 expected return: -0.0029769430921259606 discounted return: -0.0004967737338769096 quarter return: 0.9553146280075225
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 2.788628e+09 2.715196e+09 2.473709e+09
Total Liab 2.038044e+09 2.034910e+09 1.941088e+09
Total Stockholder Equity 5.137800e+08 2.240620e+08 -1.542820e+08
Deferred Long Term Liab 8.100000e+06 3.630000e+07 3.200000e+06
Other Current Liab 3.529620e+08 4.316830e+08 4.279700e+08
Total Assets 2.551824e+09 2.258972e+09 1.786806e+09
Common Stock 1.710000e+05 1.610000e+05 1.360000e+05
Other Current Assets 4.346000e+06 2.049400e+07 1.866500e+07
Retained Earnings -2.275019e+09 -2.491295e+09 -2.628127e+09
Other Liab 7.954700e+07 1.041390e+08 1.387280e+08
Other Assets 5.430400e+07 8.209600e+07 9.670500e+07
Cash 5.679800e+07 5.139600e+07 1.935430e+08
Total Current Liabilities 5.269130e+08 5.748110e+08 4.896750e+08
Short Long Term Debt 5.200000e+04 1.310000e+05 1.790000e+05
Property Plant Equipment 2.261663e+09 1.982329e+09 1.387284e+09
Total Current Assets 2.358570e+08 1.945470e+08 3.028170e+08
Net Tangible Assets 5.137800e+08 2.240620e+08 -1.542820e+08
Net Receivables 1.518070e+08 1.226570e+08 9.060900e+07
Long Term Debt 1.425858e+09 1.349896e+09 1.306112e+09
Inventory 1.016000e+07 NaN NaN
Accounts Payable 6.668600e+07 5.724100e+07 4.638300e+07
Deferred Long Term Asset Charges NaN 2.200000e+06 3.600000e+06
2021-03-31
Capital Surplus 2.426769e+09
Total Liab 1.543471e+09
Total Stockholder Equity -6.856800e+07
Deferred Long Term Liab 2.100000e+06
Other Current Liab 1.927360e+08
Total Assets 1.474903e+09
Common Stock 1.290000e+05
Other Current Assets 2.612300e+07
Retained Earnings -2.495466e+09
Other Liab 9.939500e+07
Other Assets 1.848700e+07
Cash 4.426200e+07
Total Current Liabilities 2.922430e+08
Short Long Term Debt NaN
Property Plant Equipment 1.318327e+09
Total Current Assets 1.380890e+08
Net Tangible Assets -6.856800e+07
Net Receivables 6.770400e+07
Long Term Debt 1.145374e+09
Inventory NaN
Accounts Payable 4.466500e+07
Deferred Long Term Asset Charges 2.200000e+06 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 10045000.0 11558000.0
Total Cashflows From Investing Activities -279061000.0 -349183000.0
Net Borrowings 75000000.0 50000000.0
Total Cash From Financing Activities 74904000.0 36180000.0
Change To Operating Activities 62018000.0 633000.0
Net Income 216276000.0 136832000.0
Change In Cash 5402000.0 -213588000.0
Repurchase Of Stock -180000.0 -848000.0
Total Cash From Operating Activities 209559000.0 99415000.0
Depreciation 79320000.0 67727000.0
Change To Account Receivables -29150000.0 -32048000.0
Other Cashflows From Financing Activities 84000.0 -13145000.0
Change To Netincome -130488000.0 -86796000.0
Capital Expenditures -279061000.0 -742618000.0
Issuance Of Stock NaN 173000.0
2021-06-30 2021-03-31
Change To Liabilities 719000.0 9065000.0
Total Cashflows From Investing Activities -99547000.0 -69020000.0
Net Borrowings 160000000.0 -35000000.0
Total Cash From Financing Activities 203723000.0 -6626000.0
Change To Operating Activities 65178000.0 -25871000.0
Net Income -132661000.0 -75439000.0
Change In Cash 220722000.0 -4495000.0
Repurchase Of Stock -451000.0 -1290000.0
Total Cash From Operating Activities 116546000.0 71151000.0
Depreciation 43901000.0 42249000.0
Change To Account Receivables -22905000.0 -3728000.0
Other Cashflows From Financing Activities -1452000.0 2798000.0
Change To Netincome 161204000.0 123886000.0
Capital Expenditures -99665000.0 -69209000.0
Issuance Of Stock 45626000.0 26866000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 250230000 -75439000
2Q2021 294371000 -132661000
3Q2021 379250000 136832000
4Q2021 470224000 216276000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 219328000.0 139509000.0 -133983000.0
Minority Interest None None None
Net Income 216276000.0 136832000.0 -132661000.0
Selling General Administrative 13619000.0 15008000.0 21101000.0
Gross Profit 331794000.0 249997000.0 182123000.0
Ebit 258808000.0 74290000.0 -97024000.0
Operating Income 258808000.0 74290000.0 -97024000.0
Other Operating Expenses -15225000.0 98021000.0 218070000.0
Interest Expense -31150000.0 -30423000.0 -25900000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 3052000.0 2677000.0 -1322000.0
Total Revenue 470224000.0 379250000.0 294371000.0
Total Operating Expenses 211416000.0 304960000.0 391395000.0
Cost Of Revenue 138430000.0 129253000.0 112248000.0
Total Other Income Expense Net -39480000.0 65219000.0 -36959000.0
Discontinued Operations None None None
Net Income From Continuing Ops 216276000.0 136832000.0 -132661000.0
Net Income Applicable To Common Shares 216276000.0 136832000.0 -132661000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -76201000.0
Minority Interest None
Net Income -75439000.0
Selling General Administrative 13073000.0
Gross Profit 155128000.0
Ebit -51566000.0
Operating Income -51566000.0
Other Operating Expenses 155512000.0
Interest Expense -25942000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -762000.0
Total Revenue 250230000.0
Total Operating Expenses 301796000.0
Cost Of Revenue 95102000.0
Total Other Income Expense Net -24635000.0
Discontinued Operations None
Net Income From Continuing Ops -75439000.0
Net Income Applicable To Common Shares -75439000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 1283155 2022-01-30
1 iShares Core S&P Smallcap ETF 1007152 2022-01-30
2 Vanguard Total Stock Market Index Fund 437939 2021-12-30
3 iShares Russell 2000 ETF 291546 2022-01-30
4 Vanguard Extended Market Index Fund 182706 2021-12-30
5 Direxion Shares ETF Tr- Daily S&P Oil & Gas Ex... 147088 2022-01-30
6 Fidelity Strategic Advisors Small-Mid Cap Fund 139883 2022-02-27
7 Vanguard Tax Managed Fund-Small Cap Fund 120804 2021-12-30
8 DFA U.S. Small Cap Series 118021 2022-01-30
9 First Tr Exchange Traded Fd-First Tr Natural G... 117256 2022-02-27
% Out Value
0 0.0742 86176689
1 0.0582 67640328
2 0.0253 26333272
3 0.0168 19580229
4 0.0106 10986111
5 0.0085 9878430
6 0.0081 10709442
7 0.0070 7263944
8 0.0068 7926290
9 0.0068 8977119 ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20')]
symbol: NTCT
sector: Technology
Index: SP600
vol_30d_2yr: 9623952.1484375
Sector 1YMF: -3.339996337890625
1YMF: -3.339996337890625
risk trend factor: -0.45135087973882726
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
NTCT 0.644642 1.936 20.158 145480992 0.17004 15.90411
freeCashflow grossMargins grossProfits heldPercentInstitutions \
NTCT 260617744 0.74966 641389000 0.96181
industry marketCap operatingCashflow operatingMargins \
NTCT Software—Infrastructure 2581519360 296012992 0.05813
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
NTCT 0 9.69 1.252652 3.017292
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
NTCT 0.04193 1.788 0.0099 0.01764 -0.104
revenuePerShare sector sharesOutstanding shortRatio totalCash \
NTCT 11.559 Technology 74117696 5.93 703198016
totalCashPerShare totalDebt totalRevenue trailingPE
NTCT 9.488 415337984 855574976 72.56251
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.93 | 32.684032 | 35.016032 | 37.348031 | 33.294127 | 1.677396 | 29.939335 | 36.648919 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NTCT | 1.227115 | 32.93 | 9623952.148438 | 0.734933 | 0.034064 | 0.345791 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 10.19920331942748 5.86648363530566 test cv mean error, stdev (10 folds): 10.486504110255629 6.078588173761055 sell date: 2022-09-23 expected return: 0.14994166035568707 discounted return: 0.0014413595240705401 quarter return: 1.141689978715372
['options', ('2022-12-16',)]
symbol: BMY
sector: Healthcare
Index: SP500
vol_30d_2yr: 251915320.8984375
Sector 1YMF: -3.2500076293945312
1YMF: -3.2500076293945312
risk trend factor: -0.4710154943017281
beta currentRatio debtToEquity dividendRate dividendYield \
BMY 0.479582 1.32 145.347 2.16 0.0293
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
BMY -0.337 21088999424 0.44908 9.141264 14867624960
grossMargins grossProfits heldPercentInstitutions \
BMY 0.80128 37048000000 0.79264
industry marketCap operatingCashflow \
BMY Drug Manufacturers—General 157060743168 16195000320
operatingMargins payoutRatio pegRatio priceToBook \
BMY 0.22193 0.7305 2.12 4.97337
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
BMY 3.344564 0.13311 1.152 0.06046
returnOnEquity revenueGrowth revenuePerShare sector \
BMY 0.18085 0.052 21.36 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
BMY 2129059968 2.09 15196000256 7.137 45994999808
totalRevenue trailingPE
BMY 46960001024 26.131773
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 73.769997 | 72.385736 | 75.350794 | 78.315851 | 75.403174 | 1.748022 | 71.90713 | 78.899219 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BMY | 1.240092 | 73.769997 | 251915320.898438 | 0.809374 | 0.645642 | 0.477511 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 86.50903586996206 125.59465263993609 test cv mean error, stdev (10 folds): 81.65701896902372 130.73816916040838 sell date: 2022-07-01 expected return: 0.03473648557860149 discounted return: 0.002630128966783607 quarter return: 1.2733538077339723
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.93
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile None
peerCount 83
governanceScore 7.56
environmentPercentile None
animalTesting True
tobacco False
totalEsg 22.83
highestControversy 2
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 34.61
peerGroup Pharmaceuticals
smallArms False
environmentScore 0.34
governancePercentile None
militaryContract False]
symbol: PSX
sector: Energy
Index: SP500
vol_30d_2yr: 72319717.1875
Sector 1YMF: -15.809989929199219
1YMF: -15.809989929199219
risk trend factor: -0.4763479592118208
currentRatio debtToEquity dividendRate dividendYield ebitda \
PSX 1.128 65.25 3.88 0.041 3537999872
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PSX 0.02802 13.13643 2430874880 0.08505 9374000000
heldPercentInstitutions industry marketCap \
PSX 0.68375 Oil & Gas Refining & Marketing 39661662208
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PSX 6881999872 0.01601 0.633 1.22 2.186021
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PSX 0.3141 0.02022 0.783 0.02175
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PSX 0.13575 0.697 285.373 Energy 438201984
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
PSX 2.5 3335000064 6.932 14433999872 126270996480
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 90.510002 | 91.355788 | 101.374286 | 111.392784 | 91.798413 | 8.517034 | 74.764345 | 108.832481 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSX | 1.286747 | 90.510002 | 72319717.1875 | 0.694604 | 0.093536 | 0.512375 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 284.4482562736264 352.84569795287524 test cv mean error, stdev (10 folds): 310.5239011990068 359.82049014659225 sell date: 2022-08-26 expected return: 0.0965010881959715 discounted return: 0.0013360262005039925 quarter return: 1.1306948724119517
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 8.190000e+08 8.130000e+08 8.220000e+08
Capital Surplus 1.966700e+10 2.050400e+10 2.048800e+10
Total Liab 3.851700e+10 3.395700e+10 3.581000e+10
Total Stockholder Equity 2.181500e+10 1.916600e+10 1.813900e+10
Minority Interest 3.060000e+08 2.471000e+09 2.458000e+09
Other Current Liab 1.467000e+09 1.406000e+09 1.346000e+09
Total Assets 6.063800e+10 5.559400e+10 5.640700e+10
Common Stock 7.000000e+06 7.000000e+06 6.000000e+06
Other Current Assets 2.020000e+08 9.900000e+07 3.200000e+07
Retained Earnings 1.639100e+10 1.621600e+10 1.535000e+10
Other Liab 7.031000e+09 7.472000e+09 7.239000e+09
Good Will 1.484000e+09 1.484000e+09 1.425000e+09
Treasury Stock -1.425000e+10 -1.756100e+10 -1.770500e+10
Other Assets 1.833000e+09 1.603000e+09 1.857000e+09
Cash 3.335000e+09 3.147000e+09 2.897000e+09
Total Current Liabilities 1.760300e+10 1.280100e+10 1.392100e+10
Short Long Term Debt 1.474000e+09 1.456000e+09 1.489000e+09
Other Stockholder Equity -5.140000e+08 -4.450000e+08 -5.890000e+08
Property Plant Equipment 2.233300e+10 2.348500e+10 2.237700e+10
Total Current Assets 1.985400e+10 1.469700e+10 1.601900e+10
Long Term Investments 1.431500e+10 1.351200e+10 1.390700e+10
Net Tangible Assets 1.951200e+10 1.686900e+10 1.589200e+10
Net Receivables 1.045500e+10 7.470000e+09 8.006000e+09
Long Term Debt 1.296000e+10 1.270200e+10 1.342100e+10
Inventory 4.530000e+09 3.394000e+09 4.400000e+09
Accounts Payable 1.318400e+10 8.461000e+09 9.215000e+09
2021-06-30
Intangible Assets 8.250000e+08
Capital Surplus 2.046300e+10
Total Liab 3.637500e+10
Total Stockholder Equity 1.814900e+10
Minority Interest 2.453000e+09
Other Current Liab 1.393000e+09
Total Assets 5.697700e+10
Common Stock 6.000000e+06
Other Current Assets 1.800000e+07
Retained Earnings 1.534500e+10
Other Liab 7.722000e+09
Good Will 1.425000e+09
Treasury Stock -1.766500e+10
Other Assets 1.894000e+09
Cash 2.207000e+09
Total Current Liabilities 1.455100e+10
Short Long Term Debt 2.489000e+09
Other Stockholder Equity -5.490000e+08
Property Plant Equipment 2.368800e+10
Total Current Assets 1.578000e+10
Long Term Investments 1.336500e+10
Net Tangible Assets 1.589900e+10
Net Receivables 8.062000e+09
Long Term Debt 1.292400e+10
Inventory 4.752000e+09
Accounts Payable 8.945000e+09 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Investments 1.500000e+07 3.100000e+07
Change To Liabilities 4.809000e+09 -7.980000e+08
Total Cashflows From Investing Activities -4.280000e+08 -5.570000e+08
Net Borrowings -2.400000e+07 -4.760000e+08
Total Cash From Financing Activities -5.120000e+08 -9.780000e+08
Change To Operating Activities -8.490000e+08 3.000000e+07
Issuance Of Stock 2.300000e+07 2.000000e+06
Net Income 5.820000e+08 1.273000e+09
Change In Cash 1.880000e+08 2.500000e+08
Effect Of Exchange Rate -8.000000e+06 -1.500000e+07
Total Cash From Operating Activities 1.136000e+09 1.800000e+09
Depreciation 3.380000e+08 4.540000e+08
Other Cashflows From Investing Activities -7.400000e+07 8.000000e+06
Dividends Paid -4.040000e+08 -4.030000e+08
Change To Inventory -1.152000e+09 1.006000e+09
Change To Account Receivables -3.042000e+09 5.430000e+08
Other Cashflows From Financing Activities -1.070000e+08 -1.010000e+08
Change To Netincome 3.310000e+08 -3.390000e+08
Capital Expenditures -3.700000e+08 -5.970000e+08
2021-09-30 2021-06-30
Investments 7.800000e+07 1.000000e+08
Change To Liabilities 2.410000e+08 7.030000e+08
Total Cashflows From Investing Activities -4.960000e+08 -3.520000e+08
Net Borrowings -5.210000e+08 -3.900000e+07
Total Cash From Financing Activities -1.005000e+09 -5.420000e+08
Change To Operating Activities 4.400000e+07 -1.300000e+08
Issuance Of Stock 2.000000e+06 4.000000e+06
Net Income 4.020000e+08 2.960000e+08
Change In Cash 6.900000e+08 8.560000e+08
Effect Of Exchange Rate -1.200000e+07 7.000000e+06
Total Cash From Operating Activities 2.203000e+09 1.743000e+09
Depreciation 3.610000e+08 3.640000e+08
Other Cashflows From Investing Activities -2.400000e+07 -9.600000e+07
Dividends Paid -3.940000e+08 -3.940000e+08
Change To Inventory 3.260000e+08 -4.440000e+08
Change To Account Receivables 5.300000e+07 2.220000e+08
Other Cashflows From Financing Activities -9.000000e+07 -1.130000e+08
Change To Netincome 6.640000e+08 2.500000e+08
Capital Expenditures -5.520000e+08 -3.800000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 27035000000 296000000
3Q2021 30246000000 402000000
4Q2021 32554000000 1273000000
1Q2022 36011000000 582000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 828000000.0 1627000000.0
Minority Interest 306000000.0 2471000000.0
Net Income 582000000.0 1273000000.0
Selling General Administrative 1773000000.0 1905000000.0
Gross Profit 2516000000.0 3264000000.0
Ebit 275000000.0 921000000.0
Operating Income 275000000.0 921000000.0
Other Operating Expenses 130000000.0 69000000.0
Interest Expense -135000000.0 -141000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 171000000.0 256000000.0
Total Revenue 36011000000.0 32554000000.0
Total Operating Expenses 35736000000.0 31633000000.0
Cost Of Revenue 33495000000.0 29290000000.0
Total Other Income Expense Net 553000000.0 706000000.0
Discontinued Operations None None
Net Income From Continuing Ops 657000000.0 1371000000.0
Net Income Applicable To Common Shares 580000000.0 1271000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 448000000.0 436000000.0
Minority Interest 2458000000.0 2453000000.0
Net Income 402000000.0 296000000.0
Selling General Administrative 1590000000.0 1608000000.0
Gross Profit 2717000000.0 1817000000.0
Ebit 686000000.0 -262000000.0
Operating Income 686000000.0 -262000000.0
Other Operating Expenses 80000000.0 107000000.0
Interest Expense -151000000.0 -143000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -40000000.0 62000000.0
Total Revenue 30246000000.0 27035000000.0
Total Operating Expenses 29560000000.0 27297000000.0
Cost Of Revenue 27529000000.0 25218000000.0
Total Other Income Expense Net -238000000.0 698000000.0
Discontinued Operations None None
Net Income From Continuing Ops 488000000.0 374000000.0
Net Income Applicable To Common Shares 400000000.0 291000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 12885545 2022-01-30
1 Vanguard Total Stock Market Index Fund 12454940 2021-12-30
2 Vanguard 500 Index Fund 9279357 2021-12-30
3 Vanguard Mid-Cap Index Fund 4953997 2021-12-30
4 SPDR S&P 500 ETF Trust 4644780 2022-01-30
5 Fidelity 500 Index Fund 4487208 2022-02-27
6 iShares Core S&P 500 ETF 3644889 2022-01-30
7 Vanguard Index-Value Index Fund 3348114 2021-12-30
8 Vanguard Institutional Index Fund-Institutiona... 3301601 2021-12-30
9 Vanguard Energy Index Fund 2553262 2022-02-27
% Out Value
0 0.0268 1092565360
1 0.0259 902484952
2 0.0193 672382208
3 0.0103 358966622
4 0.0097 393830896
5 0.0093 378002401
6 0.0076 309050138
7 0.0070 242604340
8 0.0069 239234008
9 0.0053 215086790 ]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 39
governanceScore 5.96
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 29.35
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 59.45
peerGroup Refiners & Pipelines
smallArms False
environmentScore 16.39
governancePercentile 0
militaryContract False]
symbol: NOC
sector: Industrials
Index: SP500
vol_30d_2yr: 18840431.25
Sector 1YMF: -28.880035400390625
1YMF: -28.880035400390625
risk trend factor: -0.4783048635578619
beta currentRatio debtToEquity dividendRate dividendYield \
NOC 0.740686 1.306 109.076 6.28 0.0139
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
NOC -0.546 8807000064 0.24944 17.700558 4150625024
grossMargins grossProfits heldPercentInstitutions industry \
NOC 0.20962 7268000000 0.84402 Aerospace & Defense
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
NOC 69847056384 3144999936 0.21409 0.1734 2.97
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
NOC 6.173153 1.978278 0.16328 1.131
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
NOC 0.11339 0.48421 -0.039 222.722 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NOC 157338000 1.81 2174000128 13.973 14492999680
totalRevenue trailingPE
NOC 35306999808 15.658906
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 443.929993 | 440.378773 | 462.968095 | 485.557416 | 457.224603 | 10.945286 | 435.33403 | 479.115175 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NOC | 0.996341 | 443.929993 | 18840431.25 | 0.769029 | 0.762454 | 0.423677 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 1037.1044364754455 887.0591236372442 test cv mean error, stdev (10 folds): 1104.5418414308785 903.070007392854 sell date: 2022-06-24 expected return: 0.004203311359570917 discounted return: 0.0006993281031300036 quarter return: 1.0664290164326926
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 5.330000e+08 5.780000e+08 6.290000e+08
Total Liab 2.861600e+10 2.965300e+10 3.092900e+10
Total Stockholder Equity 1.328700e+10 1.292600e+10 1.141700e+10
Other Current Liab 5.261000e+09 4.842000e+09 4.583000e+09
Total Assets 4.190300e+10 4.257900e+10 4.234600e+10
Common Stock 1.560000e+08 1.560000e+08 1.590000e+08
Retained Earnings 1.327700e+10 1.291300e+10 1.139800e+10
Other Liab 5.280000e+09 5.756000e+09 7.969000e+09
Good Will 1.752300e+10 1.751500e+10 1.751600e+10
Treasury Stock -1.460000e+08 -1.430000e+08 -1.400000e+08
Other Assets 2.572000e+09 2.093000e+09 2.038000e+09
Cash 2.174000e+09 3.530000e+09 4.055000e+09
Total Current Liabilities 8.850000e+09 9.530000e+09 8.819000e+09
Deferred Long Term Asset Charges 2.200000e+08 2.000000e+08 4.180000e+08
Short Long Term Debt 7.000000e+06 6.000000e+06 6.000000e+06
Other Stockholder Equity -1.460000e+08 -1.430000e+08 -1.400000e+08
Property Plant Equipment 9.719000e+09 9.549000e+09 8.829000e+09
Total Current Assets 1.155600e+10 1.242600e+10 1.292800e+10
Net Tangible Assets -4.769000e+09 -5.167000e+09 -6.728000e+09
Net Receivables 7.831000e+09 7.530000e+09 7.387000e+09
Long Term Debt 1.282500e+10 1.277700e+10 1.277400e+10
Inventory 8.380000e+08 8.110000e+08 8.720000e+08
Accounts Payable 2.050000e+09 2.197000e+09 2.184000e+09
Deferred Long Term Liab NaN 3.040000e+08 3.090000e+08
Other Current Assets NaN 1.820000e+08 2.050000e+08
Long Term Investments NaN 4.180000e+08 4.060000e+08
2021-06-30
Intangible Assets 6.800000e+08
Total Liab 3.097000e+10
Total Stockholder Equity 1.117200e+10
Other Current Liab 4.588000e+09
Total Assets 4.214200e+10
Common Stock 1.600000e+08
Retained Earnings 1.114400e+10
Other Liab 8.226000e+09
Good Will 1.751800e+10
Treasury Stock -1.320000e+08
Other Assets 2.022000e+09
Cash 3.941000e+09
Total Current Liabilities 8.591000e+09
Deferred Long Term Asset Charges 4.330000e+08
Short Long Term Debt 6.000000e+06
Other Stockholder Equity -1.320000e+08
Property Plant Equipment 8.739000e+09
Total Current Assets 1.276200e+10
Net Tangible Assets -7.026000e+09
Net Receivables 7.328000e+09
Long Term Debt 1.276400e+10
Inventory 8.630000e+08
Accounts Payable 2.001000e+09
Deferred Long Term Liab 3.040000e+08
Other Current Assets 2.210000e+08
Long Term Investments 4.210000e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities -7.320000e+08 3.270000e+08
Total Cashflows From Investing Activities -2.490000e+08 -7.410000e+08
Total Cash From Financing Activities -6.190000e+08 -1.226000e+09
Change To Operating Activities 1.600000e+07 6.000000e+07
Net Income 9.550000e+08 2.710000e+09
Change In Cash -1.356000e+09 -5.250000e+08
Repurchase Of Stock -3.660000e+08 -9.820000e+08
Total Cash From Operating Activities -4.880000e+08 1.442000e+09
Depreciation 3.030000e+08 3.310000e+08
Other Cashflows From Investing Activities -5.000000e+06 -8.000000e+06
Dividends Paid -2.510000e+08 -2.460000e+08
Change To Inventory -2.700000e+07 6.100000e+07
Change To Account Receivables -8.720000e+08 3.050000e+08
Other Cashflows From Financing Activities -2.000000e+06 2.000000e+06
Change To Netincome -4.920000e+08 -1.904000e+09
Capital Expenditures -2.440000e+08 -7.330000e+08
Net Borrowings NaN NaN
2021-09-30 2021-06-30
Change To Liabilities 2.510000e+08 3.870000e+08
Total Cashflows From Investing Activities -2.230000e+08 -1.740000e+08
Total Cash From Financing Activities -8.260000e+08 -4.300000e+08
Change To Operating Activities -2.000000e+07 3.780000e+08
Net Income 1.063000e+09 1.037000e+09
Change In Cash 1.140000e+08 4.240000e+08
Repurchase Of Stock -5.830000e+08 -1.440000e+08
Total Cash From Operating Activities 1.163000e+09 1.028000e+09
Depreciation 3.140000e+08 3.000000e+08
Other Cashflows From Investing Activities -4.000000e+06 -4.000000e+06
Dividends Paid -2.510000e+08 -2.480000e+08
Change To Inventory -9.000000e+06 -3.000000e+06
Change To Account Receivables 3.600000e+07 -1.550000e+08
Other Cashflows From Financing Activities 8.000000e+06 -2.000000e+06
Change To Netincome -2.540000e+08 -7.690000e+08
Capital Expenditures -2.470000e+08 -2.300000e+08
Net Borrowings NaN -3.600000e+07 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 9151000000 1037000000
3Q2021 8720000000 1063000000
4Q2021 8639000000 2710000000
1Q2022 8797000000 955000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1144000000.0 3345000000.0
Minority Interest None None
Net Income 955000000.0 2710000000.0
Selling General Administrative 600000000.0 -1914000000.0
Gross Profit 1873000000.0 1551000000.0
Ebit 1273000000.0 3465000000.0
Operating Income 1273000000.0 3465000000.0
Other Operating Expenses None None
Interest Expense -133000000.0 -133000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 189000000.0 635000000.0
Total Revenue 8797000000.0 8639000000.0
Total Operating Expenses 7524000000.0 5174000000.0
Cost Of Revenue 6924000000.0 7088000000.0
Total Other Income Expense Net -129000000.0 -120000000.0
Discontinued Operations None None
Net Income From Continuing Ops 955000000.0 2710000000.0
Net Income Applicable To Common Shares 955000000.0 2710000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1275000000.0 1302000000.0
Minority Interest None None
Net Income 1063000000.0 1037000000.0
Selling General Administrative 524000000.0 632000000.0
Gross Profit 1934000000.0 2043000000.0
Ebit 1410000000.0 1411000000.0
Operating Income 1410000000.0 1411000000.0
Other Operating Expenses None None
Interest Expense -132000000.0 -136000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 212000000.0 265000000.0
Total Revenue 8720000000.0 9151000000.0
Total Operating Expenses 7310000000.0 7740000000.0
Cost Of Revenue 6786000000.0 7108000000.0
Total Other Income Expense Net -135000000.0 -109000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1063000000.0 1037000000.0
Net Income Applicable To Common Shares 1063000000.0 1037000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Dividend Growth Fund 4467888 2022-01-30 0.0287
1 Washington Mutual Investors Fund 4405809 2022-01-30 0.0283
2 Vanguard Total Stock Market Index Fund 4054777 2021-12-30 0.0261
3 MFS Series Trust I-MFS Value Fund 3658688 2022-02-27 0.0235
4 Vanguard 500 Index Fund 3156013 2021-12-30 0.0203
5 American Balanced Fund 2536093 2021-12-30 0.0163
6 JP Morgan Equity Income Fund 1756855 2021-12-30 0.0113
7 SPDR S&P 500 ETF Trust 1596474 2022-01-30 0.0103
8 Investment Company Of America 1576590 2021-12-30 0.0101
9 American Mutual Fund Inc 1565602 2022-01-30 0.0101
Value
0 1652671771
1 1629708749
2 1569482533
3 1617652312
4 1221597951
5 981645517
6 680025864
7 590535732
8 610250691
9 579116179 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons True
gambling False
socialScore 15.7
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 22
governanceScore 5.32
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 28.49
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 56.08
peerGroup Aerospace & Defense
smallArms True
environmentScore 7.47
governancePercentile 0
militaryContract True]
symbol: SNEX
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1444321.875
Sector 1YMF: -6.769996643066406
1YMF: -6.769996643066406
risk trend factor: -0.48253696013085795
Empty DataFrame
Columns: []
Index: [SNEX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 72.900002 | 69.379346 | 74.933492 | 80.487639 | 73.35127 | 3.022209 | 67.306851 | 79.395688 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SNEX | 1.141643 | 72.900002 | 1444321.875 | 0.751221 | 0.686282 | 0.374695 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 60.19721421430899 70.3914407848702 test cv mean error, stdev (10 folds): 63.77709988290337 72.86619337686182 sell date: 2022-06-24 expected return: 3.6648608282101023e-06 discounted return: 6.108092052148351e-07 quarter return: 1.0000561960086543
['options', ('2022-07-15',)]
symbol: TALO
sector: Energy
Index: SP600
vol_30d_2yr: 20408781.4453125
Sector 1YMF: -4.379999160766602
1YMF: -4.379999160766602
risk trend factor: -0.4965985614871265
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
TALO 2.369307 0.569 141.375 465148000 0.33517 4.945783
freeCashflow grossMargins grossProfits heldPercentInstitutions \
TALO 236123744 0.80056 957576000 0.84615
industry marketCap operatingCashflow operatingMargins \
TALO Oil & Gas E&P 2032841856 458041984 0.01077
payoutRatio priceToBook priceToSalesTrailing12Months profitMargins \
TALO 0 2.924484 1.464788 -0.09216
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
TALO 0.505 0.00331 -0.17028 0.551 16.939
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
TALO Energy 82535200 3.62 78348000 0.949
totalDebt totalRevenue
TALO 982737024 1387805952
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 18.610001 | 18.420168 | 21.889841 | 25.359515 | 19.298889 | 2.422677 | 14.453534 | 24.144243 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TALO | 1.661246 | 18.610001 | 20408781.445312 | 0.657711 | 0.240515 | 0.536905 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 41.43457859222569 71.02454191322182 test cv mean error, stdev (10 folds): 41.43457859222569 71.02454191322182 sell date: 2022-08-26 expected return: 0.2425323205723936 discounted return: 0.0031520804515512424 quarter return: 1.3358066232715167
['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
beta currentRatio debtToEquity dividendRate dividendYield \
FANG 2.181941 0.72 42.218 2.8 0.0229
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
FANG 2.278 5171999744 0.67999 5.241749 958625024
grossMargins grossProfits heldPercentInstitutions industry \
FANG 0.87707 5577000000 0.91762 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
FANG 21473144832 4572000256 0.5071 0.1272 0.35
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
FANG 1.703891 2.823185 0.36037 0.656
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
FANG 0.10636 0.22396 1.036 42.257 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FANG 175592000 2.63 149000000 0.839 5848000000
totalRevenue trailingPE
FANG 7606000128 8.066091
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 122.290001 | 125.260628 | 146.419524 | 167.57842 | 139.154444 | 9.491267 | 120.17191 | 158.136978 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FANG | 1.13222 | 122.290001 | 60333589.648438 | 0.711781 | 0.579467 | 0.467129 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 459.00504522356 368.234706520547 test cv mean error, stdev (10 folds): 499.21600299893424 362.45054556208976 sell date: 2022-09-23 expected return: 0.24679453664600268 discounted return: 0.0022765656658614297 quarter return: 1.2326989033199744
['options', ('2023-01-20', '2024-01-19')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 237499572.65625
Sector 1YMF: -18.379974365234375
1YMF: -18.379974365234375
risk trend factor: -0.5020479120133474
beta debtToEquity dividendRate dividendYield earningsGrowth \
CVX 1.135294 24.919 5.68 0.0338 3.473
ebitda ebitdaMargins forwardPE grossMargins grossProfits \
CVX 38513999872 0.21779 15.602524 0.40935 66234000000
heldPercentInstitutions industry marketCap \
CVX 0.65877 Oil & Gas Integrated 286030659584
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
CVX 33087000576 0.12197 0.5113 0.6 2.105308
priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare \
CVX 1.617418 0.11596 0.683 92.025
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
CVX Energy 1927689984 2.19 5674999808 2.914
totalDebt totalRevenue trailingPE
CVX 34872000512 176843997184 28.683552
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 148.380005 | 156.731372 | 171.950159 | 187.168946 | 166.72357 | 7.044224 | 152.635122 | 180.812018 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVX | 1.062215 | 148.380005 | 237499572.65625 | 0.709826 | 0.669116 | 0.489773 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 352.4866951142436 497.09405047335423 test cv mean error, stdev (10 folds): 384.720340150738 510.27802944767166 sell date: 2022-09-23 expected return: 0.04798558163709821 discounted return: 0.00048331085835640053 quarter return: 1.045456735419723
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Stockholder Equity 1.390670e+11 1.390670e+11 1.358620e+11
Net Tangible Assets 1.346820e+11 1.346820e+11 1.314600e+11
Capital Surplus NaN 1.728200e+10 1.706200e+10
Total Liab NaN 9.959500e+10 1.032260e+11
Minority Interest NaN 8.730000e+08 8.600000e+08
Deferred Long Term Liab NaN 2.235000e+09 1.096200e+10
Other Current Liab NaN 1.700000e+09 1.467000e+09
Total Assets NaN 2.395350e+11 2.399480e+11
Common Stock NaN 1.832000e+09 1.832000e+09
Other Current Assets NaN 5.840000e+08 6.500000e+08
Retained Earnings NaN 1.655460e+11 1.630440e+11
Other Liab NaN 3.918300e+10 4.098200e+10
Good Will NaN 4.385000e+09 4.402000e+09
Treasury Stock NaN -4.559300e+10 -4.607600e+10
Other Assets NaN 1.008700e+10 1.436700e+10
Cash NaN 5.640000e+09 5.998000e+09
Total Current Liabilities NaN 2.679100e+10 2.518800e+10
Deferred Long Term Asset Charges NaN 5.659000e+09 NaN
Short Long Term Debt NaN 1.460000e+08 NaN
Other Stockholder Equity NaN -4.129000e+09 -4.658000e+09
Property Plant Equipment NaN 1.506290e+11 1.479450e+11
Total Current Assets NaN 3.373800e+10 3.213700e+10
Long Term Investments NaN 4.069600e+10 4.109700e+10
Short Term Investments NaN 3.500000e+07 3.400000e+07
Net Receivables NaN 1.816800e+10 1.616300e+10
Long Term Debt NaN 3.066400e+10 3.705600e+10
Inventory NaN 6.305000e+09 6.129000e+09
Accounts Payable NaN 1.645400e+10 1.530800e+10
2021-06-30
Total Stockholder Equity 1.331820e+11
Net Tangible Assets 1.287800e+11
Capital Surplus 1.704400e+10
Total Liab 1.088950e+11
Minority Interest 7.290000e+08
Deferred Long Term Liab 1.096100e+10
Other Current Liab 1.212000e+09
Total Assets 2.428060e+11
Common Stock 1.832000e+09
Other Current Assets 4.810000e+08
Retained Earnings 1.596400e+11
Other Liab 4.122700e+10
Good Will 4.402000e+09
Treasury Stock -4.533400e+10
Other Assets 1.367200e+10
Cash 7.527000e+09
Total Current Liabilities 2.814700e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt NaN
Other Stockholder Equity -4.535000e+09
Property Plant Equipment 1.512080e+11
Total Current Assets 3.297300e+10
Long Term Investments 4.055100e+10
Short Term Investments 3.400000e+07
Net Receivables 1.560200e+10
Long Term Debt 3.952100e+10
Inventory 6.239000e+09
Accounts Payable 1.471900e+10 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.000000e+00 1.633000e+09
Total Cashflows From Investing Activities -7.000000e+08 -1.389000e+09
Net Borrowings -2.000000e+09 -6.004000e+09
Total Cash From Financing Activities -1.400000e+09 -8.290000e+09
Change To Operating Activities -9.000000e+08 1.400000e+07
Issuance Of Stock 4.600000e+09 2.830000e+08
Net Income 6.259000e+09 5.055000e+09
Change In Cash 6.000000e+09 -2.300000e+08
Repurchase Of Stock -1.300000e+09 -1.300000e+09
Total Cash From Operating Activities 8.100000e+09 9.458000e+09
Depreciation 3.700000e+09 4.433000e+09
Dividends Paid -2.700000e+09 -2.567000e+09
Change To Netincome -9.590000e+08 -2.900000e+07
Capital Expenditures -2.000000e+09 -2.606000e+09
Investments NaN 4.160000e+08
Effect Of Exchange Rate NaN -9.000000e+06
Other Cashflows From Investing Activities NaN 1.200000e+07
Change To Inventory NaN -1.770000e+08
Change To Account Receivables NaN -1.856000e+09
Other Cashflows From Financing Activities NaN -2.000000e+06
2021-09-30 2021-06-30
Change To Liabilities 9.100000e+07 2.152000e+09
Total Cashflows From Investing Activities -1.341000e+09 -1.572000e+09
Net Borrowings -5.628000e+09 -2.463000e+09
Total Cash From Financing Activities -8.825000e+09 -4.945000e+09
Change To Operating Activities -1.990000e+08 2.300000e+07
Issuance Of Stock 2.830000e+08 1.060000e+08
Net Income 6.111000e+09 3.082000e+09
Change In Cash -1.663000e+09 4.240000e+08
Repurchase Of Stock -6.180000e+08 -6.180000e+08
Total Cash From Operating Activities 8.579000e+09 6.954000e+09
Depreciation 4.304000e+09 4.522000e+09
Dividends Paid -2.571000e+09 -2.573000e+09
Change To Netincome -1.303000e+09 -4.420000e+08
Capital Expenditures -1.907000e+09 -1.797000e+09
Investments 5.000000e+06 6.000000e+06
Effect Of Exchange Rate -7.600000e+07 -1.300000e+07
Other Cashflows From Investing Activities 3.500000e+08 1.400000e+07
Change To Inventory 1.180000e+08 -5.220000e+08
Change To Account Receivables -9.670000e+08 -1.898000e+09
Other Cashflows From Financing Activities -8.000000e+06 -1.500000e+07 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 36117000000 3082000000
3Q2021 42552000000 6111000000
4Q2021 45861000000 5055000000
1Q2022 52314000000 6259000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 9054000000.0 6985000000.0
Minority Interest NaN 873000000.0
Net Income 6259000000.0 5055000000.0
Selling General Administrative 6669000000.0 6864000000.0
Gross Profit 19665000000.0 18520000000.0
Ebit 7131000000.0 5283000000.0
Operating Income 7131000000.0 5283000000.0
Other Operating Expenses 2002000000.0 1782000000.0
Interest Expense -136000000.0 -155000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 2777000000.0 1903000000.0
Total Revenue 52314000000.0 45861000000.0
Total Operating Expenses 45183000000.0 40578000000.0
Cost Of Revenue 32649000000.0 27341000000.0
Total Other Income Expense Net 1923000000.0 1702000000.0
Discontinued Operations None None
Net Income From Continuing Ops 6277000000.0 5082000000.0
Net Income Applicable To Common Shares 6259000000.0 5055000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 8055000000.0 4422000000.0
Minority Interest 860000000.0 729000000.0
Net Income 6111000000.0 3082000000.0
Selling General Administrative 6110000000.0 6160000000.0
Gross Profit 18718000000.0 15488000000.0
Ebit 6063000000.0 3131000000.0
Operating Income 6063000000.0 3131000000.0
Other Operating Expenses 2083000000.0 1562000000.0
Interest Expense -174000000.0 -185000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 1940000000.0 1328000000.0
Total Revenue 42552000000.0 36117000000.0
Total Operating Expenses 36489000000.0 32986000000.0
Cost Of Revenue 23834000000.0 20629000000.0
Total Other Income Expense Net 1992000000.0 1291000000.0
Discontinued Operations None None
Net Income From Continuing Ops 6115000000.0 3094000000.0
Net Income Applicable To Common Shares 6111000000.0 3082000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 54780688 2021-12-30
1 Select Sector SPDR Fund-Energy Select 51246464 2022-01-30
2 Vanguard 500 Index Fund 40823519 2021-12-30
3 SPDR S&P 500 ETF Trust 20503512 2022-01-30
4 Fidelity 500 Index Fund 19741038 2022-02-27
5 iShares Core S&P 500 ETF 16032863 2022-01-30
6 Vanguard Index-Value Index Fund 14729977 2021-12-30
7 Vanguard Institutional Index Fund-Institutiona... 14524646 2021-12-30
8 Washington Mutual Investors Fund 12690652 2022-01-30
9 Franklin Custodian Funds-Income Fund 12000000 2021-12-30
% Out Value
0 0.0279 6428513736
1 0.0261 6730198117
2 0.0208 4790639954
3 0.0104 2692726230
4 0.0100 2842709472
5 0.0082 2105595897
6 0.0075 1728562800
7 0.0074 1704467208
8 0.0065 1666663327
9 0.0061 1408200000 ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.63
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.95
environmentPercentile 0
animalTesting True
tobacco False
totalEsg 43
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 92.22
peerGroup Oil & Gas Producers
smallArms False
environmentScore 22.42
governancePercentile 0
militaryContract False]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 166901859.9609375
Sector 1YMF: -5.129997253417969
1YMF: -5.129997253417969
risk trend factor: -0.5064163552240363
beta currentRatio debtToEquity dividendRate dividendYield \
CTRA -0.189215 1.751 29.377 0.6 0.0201
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CTRA 2.487 2364999936 0.64441 7.434174 1148249984
grossMargins grossProfits heldPercentInstitutions industry \
CTRA 0.77684 2851000000 0.94558 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CTRA 21592360960 1667000064 0.45559 0.182 0.09
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CTRA 4.560137 5.883477 0.31553 1.699
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CTRA 0.08557 0.16538 4.191 7.296 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CTRA 813577984 3.2 1036000000 1.273 3463000064
totalRevenue trailingPE
CTRA 3670000128 30.193403
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.540001 | 28.387845 | 33.230635 | 38.073425 | 30.302698 | 2.942304 | 24.418091 | 36.187306 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CTRA | 1.576163 | 26.540001 | 166901859.960938 | 0.550516 | 0.135656 | 0.459926 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 10.275293829952599 11.188755969533434 test cv mean error, stdev (10 folds): 11.197177027146749 11.329542410812056 sell date: 2022-06-24 expected return: 0.07910851111841205 discounted return: 0.012770057541949376 quarter return: 3.2136492511014567
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.091100e+10 1.823373e+09 1.815770e+09
Total Liab 8.112000e+09 2.404585e+09 2.310672e+09
Total Stockholder Equity 1.173800e+10 2.326112e+09 2.299895e+09
Deferred Long Term Liab 5.000000e+06 5.329000e+06 5.844000e+06
Other Current Liab 1.880000e+08 2.128940e+08 7.719900e+07
Total Assets 1.990000e+10 4.730697e+09 4.610567e+09
Common Stock 8.900000e+07 4.786200e+07 4.786200e+07
Other Current Assets 2.400000e+07 1.323500e+07 1.540000e+07
Retained Earnings 2.563000e+09 2.276071e+09 2.257320e+09
Other Liab 3.512000e+09 9.650310e+08 9.577370e+08
Treasury Stock -1.825000e+09 -1.821194e+09 -1.821057e+09
Other Assets 7.200000e+07 3.109900e+07 3.170800e+07
Cash 1.036000e+09 7.627000e+07 1.581470e+08
Total Current Liabilities 1.220000e+09 4.660100e+08 3.786840e+08
Other Stockholder Equity 1.000000e+06 2.007000e+06 2.144000e+06
Property Plant Equipment 1.769200e+10 4.256875e+09 4.182793e+09
Total Current Assets 2.136000e+09 4.427230e+08 3.960660e+08
Net Tangible Assets 1.173800e+10 2.326112e+09 2.299895e+09
Net Receivables 1.037000e+09 3.404370e+08 2.051240e+08
Long Term Debt 3.125000e+09 9.465090e+08 9.463160e+08
Inventory 3.900000e+07 1.278100e+07 1.739500e+07
Accounts Payable 7.470000e+08 2.271920e+08 1.662560e+08
Short Long Term Debt NaN NaN 1.000000e+08
2021-03-31
Capital Surplus 1.808232e+09
Total Liab 2.244882e+09
Total Stockholder Equity 2.305970e+09
Deferred Long Term Liab 6.360000e+06
Other Current Liab 1.989500e+07
Total Assets 4.550852e+09
Common Stock 4.783800e+07
Other Current Assets 2.198400e+07
Retained Earnings 2.270819e+09
Other Liab 9.549700e+08
Treasury Stock -1.820919e+09
Other Assets 3.078400e+07
Cash 1.736590e+08
Total Current Liabilities 3.150920e+08
Other Stockholder Equity 2.282000e+06
Property Plant Equipment 4.108153e+09
Total Current Assets 4.119150e+08
Net Tangible Assets 2.305970e+09
Net Receivables 2.004020e+08
Long Term Debt 9.461230e+08
Inventory 1.587000e+07
Accounts Payable 1.691010e+08
Short Long Term Debt 1.000000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -17390000.0 76262000.0
Total Cashflows From Investing Activities 771721000.0 -183894000.0
Net Borrowings -2000000.0 -100000000.0
Total Cash From Financing Activities -764618000.0 -143963000.0
Change To Operating Activities 17176000.0 -9218000.0
Net Income 938468000.0 62714000.0
Change In Cash 959440000.0 -82663000.0
Repurchase Of Stock -108431000.0 -108431000.0
Total Cash From Operating Activities 952337000.0 245194000.0
Depreciation 410014000.0 97289000.0
Dividends Paid -652187000.0 -43963000.0
Change To Inventory 2511000.0 4614000.0
Change To Account Receivables -159015000.0 -102009000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome -320852000.0 148138000.0
Capital Expenditures -268960000.0 -184101000.0
2021-06-30 2021-03-31
Change To Liabilities -15297000.0 3425000.0
Total Cashflows From Investing Activities -151302000.0 -123525000.0
Net Borrowings -100000000.0 -88000000.0
Total Cash From Financing Activities -43963000.0 -133456000.0
Change To Operating Activities 4956000.0 -13914000.0
Net Income 30464000.0 126354000.0
Change In Cash -16323000.0 33546000.0
Repurchase Of Stock -108431000.0 -5569000.0
Total Cash From Operating Activities 178942000.0 290527000.0
Depreciation 91549000.0 94148000.0
Dividends Paid -43963000.0 -39887000.0
Change To Inventory -1525000.0 -600000.0
Change To Account Receivables 15143000.0 16881000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome 92703000.0 40011000.0
Capital Expenditures -151322000.0 -123617000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 472918000 126354000
2Q2021 411788000 30464000
3Q2021 641678000 62714000
4Q2021 2143616000 938468000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1214465000.0 83216000.0
Minority Interest None None
Net Income 938468000.0 62714000.0
Selling General Administrative 95410000.0 24998000.0
Gross Profit 1797984000.0 471530000.0
Ebit 1298389000.0 135756000.0
Operating Income 1298389000.0 135756000.0
Other Operating Expenses -14836000.0 209489000.0
Interest Expense -24488000.0 -12577000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 275997000.0 20502000.0
Total Revenue 2143616000.0 641678000.0
Total Operating Expenses 845227000.0 505922000.0
Cost Of Revenue 345632000.0 170148000.0
Total Other Income Expense Net -83924000.0 -52540000.0
Discontinued Operations None None
Net Income From Continuing Ops 938468000.0 62714000.0
Net Income Applicable To Common Shares 935468000.0 62714000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 41304000.0 163015000.0
Minority Interest None None
Net Income 30464000.0 126354000.0
Selling General Administrative 16837000.0 26755000.0
Gross Profit 262146000.0 319340000.0
Ebit 60088000.0 177767000.0
Operating Income 60088000.0 177767000.0
Other Operating Expenses 91304000.0 18043000.0
Interest Expense -12558000.0 -12377000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10840000.0 36661000.0
Total Revenue 411788000.0 472918000.0
Total Operating Expenses 351700000.0 295151000.0
Cost Of Revenue 149642000.0 153578000.0
Total Other Income Expense Net -18784000.0 -14752000.0
Discontinued Operations None None
Net Income From Continuing Ops 30464000.0 126354000.0
Net Income Applicable To Common Shares 30464000.0 126354000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 23925372 2022-01-30
1 Vanguard Total Stock Market Index Fund 23123140 2021-12-30
2 Vanguard Small-Cap Index Fund 20493160 2021-12-30
3 Vanguard 500 Index Fund 17229139 2021-12-30
4 Washington Mutual Investors Fund 16985001 2022-01-30
5 Vanguard Fenway Funds-Equity Income Fund 16267453 2021-12-30
6 Income Fund of America Inc 13333912 2022-01-30
7 Vanguard Small-Cap Growth Index Fund 12758989 2021-12-30
8 Victory Portfolios-Sycamore Established Value ... 12049383 2022-01-30
9 Fundamental Investors Inc 11357657 2021-12-30
% Out Value
0 0.0297 523965646
1 0.0287 439339660
2 0.0254 389370040
3 0.0214 327353641
4 0.0211 371971521
5 0.0202 309081607
6 0.0165 292012672
7 0.0158 242420791
8 0.0150 263881487
9 0.0141 215795483 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.28
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 46.68
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 95.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.39
governancePercentile 0
militaryContract False]
symbol: DLTR
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 54464099.8046875
Sector 1YMF: -24.44001007080078
1YMF: -24.44001007080078
risk trend factor: -0.5098041868097398
beta currentRatio debtToEquity earningsGrowth ebitda \
DLTR 0.702813 1.464 120.278 0.481 2793100032
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
DLTR 0.10444 16.756176 83287504 0.3037 7746100000
heldPercentInstitutions industry marketCap operatingCashflow \
DLTR 1.01078 Discount Stores 35030736896 1413799936
operatingMargins payoutRatio pegRatio priceToBook \
DLTR 0.07706 0 1.19 4.268359
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DLTR 1.309849 0.05571 0.284 0.05933
returnOnEquity revenueGrowth revenuePerShare sector \
DLTR 0.19035 0.065 118.376 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
DLTR 224556000 1.34 1218499968 5.426 9912699904
totalRevenue trailingPE
DLTR 26744100864 23.769617
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 150.089996 | 127.330989 | 151.813809 | 176.296629 | 158.647302 | 10.32126 | 138.004781 | 179.289823 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DLTR | 1.139688 | 150.089996 | 54464099.804688 | 0.708383 | 0.508611 | 0.437414 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 229.27743607804805 335.55903595508755 test cv mean error, stdev (10 folds): 230.18290981156468 351.9244728101693 sell date: 2022-06-24 expected return: -0.015703056620404568 discounted return: -0.002634466307904315 quarter return: 0.7845141098835329
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.41
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 57
governanceScore 4.27
environmentPercentile None
animalTesting False
tobacco False
totalEsg 15.08
highestControversy 2
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 9.94
peerGroup Retailing
smallArms False
environmentScore 3.4
governancePercentile None
militaryContract False]
symbol: EXLS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3597554.296875
Sector 1YMF: -13.410011291503906
1YMF: -13.410011291503906
risk trend factor: -0.516763501677879
Empty DataFrame
Columns: []
Index: [EXLS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 134.259995 | 126.522812 | 140.06127 | 153.599727 | 140.494604 | 6.235211 | 128.024183 | 152.965025 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EXLS | 1.162846 | 134.259995 | 3597554.296875 | 0.786612 | 0.946996 | 0.378357 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 195.43581797354952 180.93710581168216 test cv mean error, stdev (10 folds): 207.6343054057983 185.40557120722215 sell date: 2022-08-26 expected return: 0.03011038499345682 discounted return: 0.00043003398008045757 quarter return: 1.0403473230400018
['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
beta currentRatio debtToEquity dividendRate dividendYield \
PDCE 2.922058 0.498 32.834 1 0.0155
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PDCE 1278352000 0.53439 6.465069 661902144 0.88251
grossProfits heldPercentInstitutions industry marketCap \
PDCE 2111095000 0.96343 Oil & Gas E&P 6308347904
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PDCE 1547795968 0.26364 0.1225 0.14 2.480472
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PDCE 2.637096 0.21834 0.47 0.07455
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PDCE 0.18904 1.41 24.275 Energy 97381104
shortRatio totalCash totalCashPerShare totalDebt totalRevenue trailingPE
PDCE 7.65 33829000 0.351 955555008 2392156928 152.06572
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.779999 | 63.693839 | 77.329841 | 90.965843 | 73.805873 | 5.730229 | 62.345416 | 85.26633 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PDCE | 1.314132 | 64.779999 | 24813862.890625 | 0.689138 | 0.390825 | 0.487351 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 66.2456111050472 64.8590761857845 test cv mean error, stdev (10 folds): 70.97253672099464 66.1937233826639 sell date: 2022-08-26 expected return: 0.22468519510228271 discounted return: 0.0029417652978513953 quarter return: 1.310285566530066
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.161941e+09 3.267261e+09 3.333168e+09
Total Liab 2.426419e+09 2.823041e+09 2.869083e+09
Total Stockholder Equity 2.910247e+09 2.544224e+09 2.464906e+09
Deferred Long Term Liab 1.690000e+07 5.600000e+06 6.400000e+06
Other Current Liab 6.228770e+08 7.500000e+08 6.521060e+08
Total Assets 5.336666e+09 5.367265e+09 5.333989e+09
Common Stock 9.650000e+05 9.740000e+05 9.890000e+05
Other Current Assets 1.790900e+07 7.559000e+06 5.146000e+06
Retained Earnings -2.499540e+08 -7.230170e+08 -8.683380e+08
Other Liab 5.579650e+08 5.186080e+08 4.555700e+08
Treasury Stock -2.705000e+06 -9.940000e+05 -9.130000e+05
Other Assets 5.559800e+07 4.755700e+07 4.764500e+07
Cash 3.382900e+07 9.992200e+07 1.097490e+08
Total Current Liabilities 9.200960e+08 1.053438e+09 1.161964e+09
Property Plant Equipment 4.822495e+09 4.835014e+09 4.856531e+09
Total Current Assets 4.585730e+08 4.846940e+08 4.298130e+08
Net Tangible Assets 2.910247e+09 2.544224e+09 2.464906e+09
Net Receivables 3.986050e+08 3.686110e+08 3.072010e+08
Long Term Debt 9.420840e+08 1.243235e+09 1.242676e+09
Accounts Payable 1.278910e+08 1.439310e+08 1.770990e+08
Short Long Term Debt NaN NaN 1.979190e+08
2021-03-31
Capital Surplus 3.369272e+09
Total Liab 2.653589e+09
Total Stockholder Equity 2.587068e+09
Deferred Long Term Liab 7.300000e+06
Other Current Liab 4.411260e+08
Total Assets 5.240657e+09
Common Stock 9.940000e+05
Other Current Assets 8.032000e+06
Retained Earnings -7.813010e+08
Other Liab 4.580310e+08
Treasury Stock -1.897000e+06
Other Assets 6.254900e+07
Cash 5.906700e+07
Total Current Liabilities 9.435670e+08
Property Plant Equipment 4.842849e+09
Total Current Assets 3.352590e+08
Net Tangible Assets 2.587068e+09
Net Receivables 2.568370e+08
Long Term Debt 1.242108e+09
Accounts Payable 1.206470e+08
Short Long Term Debt 1.954510e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 40183000.0 0.0
Total Cashflows From Investing Activities -154330000.0 -188348000.0
Net Borrowings -308979000.0 -200414000.0
Total Cash From Financing Activities -431738999.0 -271933000.0
Change To Operating Activities 160409000.0 33962000.0
Net Income 473063000.0 145321000.0
Change In Cash -66093000.0 -9827000.0
Repurchase Of Stock -49679000.0 -59804000.0
Total Cash From Operating Activities 519976000.0 450454000.0
Depreciation 159870000.0 172469000.0
Dividends Paid -11401627.0 -11715000.0
Change To Account Receivables -153717000.0 -153717000.0
Other Cashflows From Financing Activities -13066000.0 -13066000.0
Change To Netincome -162105000.0 95221000.0
Capital Expenditures -154808000.0 -188654000.0
2021-06-30 2021-03-31
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -131379000.0 -104747000.0
Net Borrowings -434000.0 -168445000.0
Total Cash From Financing Activities -42246000.0 -191868000.0
Change To Operating Activities -118700000.0 53068000.0
Net Income -87037000.0 -9036000.0
Change In Cash 50682000.0 56444000.0
Repurchase Of Stock -29927000.0 -23423000.0
Total Cash From Operating Activities 224307000.0 353059000.0
Depreciation 165442000.0 149891000.0
Dividends Paid -11885000.0 -11885000.0
Change To Account Receivables -153717000.0 -153717000.0
Other Cashflows From Financing Activities -13066000.0 -13066000.0
Change To Netincome 260725000.0 155299000.0
Capital Expenditures -131423000.0 -109117000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 437800000 -9036000
2Q2021 510154000 -87037000
3Q2021 659386000 145321000
4Q2021 784817000 473063000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 499536000.0 145531000.0 -87192000.0
Minority Interest None None None
Net Income 473063000.0 145321000.0 -87037000.0
Selling General Administrative 31366000.0 30847000.0 32843000.0
Gross Profit 708056000.0 587005000.0 441770000.0
Ebit 522355000.0 165486000.0 -67199000.0
Operating Income 522355000.0 165486000.0 -67199000.0
Other Operating Expenses -2836000.0 220806000.0 313630000.0
Interest Expense -16572000.0 -20098000.0 -20060000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 26473000.0 210000.0 -155000.0
Total Revenue 784817000.0 659386000.0 510154000.0
Total Operating Expenses 262462000.0 493900000.0 577353000.0
Cost Of Revenue 76761000.0 72381000.0 68384000.0
Total Other Income Expense Net -22819000.0 -19955000.0 -19993000.0
Discontinued Operations None None None
Net Income From Continuing Ops 473063000.0 145321000.0 -87037000.0
Net Income Applicable To Common Shares 473063000.0 145321000.0 -87037000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -8981000.0
Minority Interest None
Net Income -9036000.0
Selling General Administrative 32677000.0
Gross Profit 374264000.0
Ebit 10038000.0
Operating Income 10038000.0
Other Operating Expenses 184432000.0
Interest Expense -19041000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 55000.0
Total Revenue 437800000.0
Total Operating Expenses 427762000.0
Cost Of Revenue 63536000.0
Total Other Income Expense Net -19019000.0
Discontinued Operations None
Net Income From Continuing Ops -9036000.0
Net Income Applicable To Common Shares -9036000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 6850630 2022-01-30
1 Vanguard Total Stock Market Index Fund 2768637 2021-12-30
2 Vanguard Small-Cap Index Fund 2452337 2021-12-30
3 Oakmark Equity and Income Fund 2387591 2021-12-30
4 Delaware Group Equity Fds V-Small Cap Core Fund 2303183 2022-02-27
5 iShares Russell 2000 ETF 2232757 2022-01-30
6 DFA U.S. Small Cap Value Series 2118368 2022-01-30
7 Victory Portfolios-Sycamore Small Company Oppo... 1970000 2022-01-30
8 Vanguard Small-Cap Growth Index Fund 1526296 2021-12-30
9 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 1385684 2022-01-30
% Out Value
0 0.0718 406036840
1 0.0290 135054112
2 0.0257 119624998
3 0.0250 116466688
4 0.0241 148601367
5 0.0234 132335507
6 0.0222 125555671
7 0.0206 116761900
8 0.0160 74452718
9 0.0145 82129490 ]
['options', ('2022-07-15', '2022-12-16')]
symbol: SAFT
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1389322.8515625
Sector 1YMF: -6.500007629394531
1YMF: -6.500007629394531
risk trend factor: -0.5453023882169435
Empty DataFrame
Columns: []
Index: [SAFT]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 89.279999 | 86.281435 | 90.769753 | 95.25807 | 88.833085 | 2.791169 | 83.250748 | 94.415422 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFT | 1.224409 | 89.279999 | 1389322.851562 | 0.813017 | 0.355619 | 0.426824 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 44.584910960896444 46.35750841305056 test cv mean error, stdev (10 folds): 48.48701673436766 46.86612367659447 sell date: 2022-08-12 expected return: 0.07156331651840256 discounted return: 0.0012574922659944754 quarter return: 1.1225654094938735
['options', ('2022-08-19',)]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
RRC 1.988656 0.246 162.685 458860992 0.11425 5.124756
freeCashflow grossMargins grossProfits heldPercentInstitutions \
RRC 838692352 0.57877 1937478000 0.8719
industry marketCap operatingCashflow operatingMargins payoutRatio \
RRC Oil & Gas E&P 7092963328 1090109952 0.02264 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
RRC 0.29 3.976706 1.766035 -0.01797
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
RRC 0.238 0.00892 -0.04423 0.637 16.483
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
RRC Energy 269796992 3.45 112931000 0.453
totalDebt totalRevenue
RRC 2603130112 4016321024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.290001 | 26.463464 | 32.556032 | 38.6486 | 31.029206 | 2.69788 | 25.633446 | 36.424967 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| RRC | 0.930726 | 26.290001 | 120549255.664062 | 0.655439 | 0.472816 | 0.488191 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 11.350390168992813 13.920119243670639 test cv mean error, stdev (10 folds): 12.432074723522295 14.151899495550747 sell date: 2022-09-23 expected return: 0.11935487431357858 discounted return: 0.0011630728996809836 quarter return: 1.1128680691380008
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore None
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore None
environmentPercentile None
animalTesting False
tobacco False
totalEsg 33.07
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 72.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore None
governancePercentile None
militaryContract False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
beta currentRatio debtToEquity dividendRate dividendYield \
HES 1.769607 1.418 122.347 1.5 0.0131
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HES 0.634 3804999936 0.49467 21.98077 1165874944
grossMargins grossProfits heldPercentInstitutions industry \
HES 0.71425 5267000000 0.83247 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HES 31861618688 2143000064 0.30083 0.4828 0.19
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HES 5.645374 4.142176 0.09412 0.595
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
HES 0.07465 0.1547 0.21 24.97 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HES 309727008 2.85 1370000000 4.414 8622999552
totalRevenue trailingPE
HES 7692000256 162.51186
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.870003 | 107.522864 | 120.951428 | 134.379992 | 113.081428 | 7.84924 | 97.382949 | 128.779908 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HES | 1.067832 | 102.870003 | 48039294.53125 | 0.704306 | 0.762574 | 0.442601 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 184.05304053720195 131.95906986819597 test cv mean error, stdev (10 folds): 199.07107564373396 129.1262572686663 sell date: 2022-09-16 expected return: 0.18915992113788566 discounted return: 0.0019268218200787501 quarter return: 1.1937469346305718
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Liab 1.275000e+10 1.348900e+10 1.323400e+10
Total Stockholder Equity 6.308000e+09 6.300000e+09 5.609000e+09
Minority Interest 7.400000e+08 7.260000e+08 6.470000e+08
Other Current Liab 2.190000e+09 1.193000e+09 9.330000e+08
Total Assets 1.979800e+10 2.051500e+10 1.949000e+10
Common Stock 7.074000e+09 3.100000e+08 3.100000e+08
Other Current Assets 1.896000e+09 1.990000e+08 1.180000e+08
Other Liab 1.937000e+09 1.890000e+09 1.877000e+09
Treasury Stock -7.660000e+08 -4.060000e+08 -7.960000e+08
Other Assets 1.560000e+09 1.129000e+09 7.660000e+08
Cash 1.370000e+09 2.713000e+09 2.419000e+09
Total Current Liabilities 2.303000e+09 3.064000e+09 2.749000e+09
Short Long Term Debt 2.200000e+07 5.170000e+08 5.140000e+08
Other Stockholder Equity -7.660000e+08 -4.060000e+08 -7.960000e+08
Property Plant Equipment 1.497200e+10 1.467800e+10 1.446800e+10
Total Current Assets 3.266000e+09 4.346000e+09 3.892000e+09
Net Tangible Assets 6.308000e+09 5.940000e+09 5.249000e+09
Long Term Debt 7.934000e+09 7.941000e+09 7.993000e+09
Capital Surplus NaN 6.017000e+09 5.903000e+09
Retained Earnings NaN 3.790000e+08 1.920000e+08
Good Will NaN 3.600000e+08 3.600000e+08
Deferred Long Term Asset Charges NaN 7.100000e+07 2.600000e+07
Long Term Investments NaN 2.000000e+06 4.000000e+06
Net Receivables NaN 1.211000e+09 1.093000e+09
Inventory NaN 2.230000e+08 2.620000e+08
Accounts Payable NaN 2.200000e+08 2.100000e+08
2021-06-30
Total Liab 1.263400e+10
Total Stockholder Equity 5.488000e+09
Minority Interest 1.044000e+09
Other Current Liab 9.670000e+08
Total Assets 1.916600e+10
Common Stock 3.100000e+08
Other Current Assets 2.960000e+08
Other Liab 1.764000e+09
Treasury Stock -8.360000e+08
Other Assets 6.480000e+08
Cash 2.430000e+09
Total Current Liabilities 2.527000e+09
Short Long Term Debt 5.110000e+08
Other Stockholder Equity -8.360000e+08
Property Plant Equipment 1.418500e+10
Total Current Assets 3.969000e+09
Net Tangible Assets 5.128000e+09
Long Term Debt 7.712000e+09
Capital Surplus 5.859000e+09
Retained Earnings 1.550000e+08
Good Will 3.600000e+08
Deferred Long Term Asset Charges 2.100000e+07
Long Term Investments 4.000000e+06
Net Receivables 1.002000e+09
Inventory 2.410000e+08
Accounts Payable 1.780000e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.000000e+00 72000000.0
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0
Net Borrowings -5.060000e+08 -53000000.0
Total Cash From Financing Activities -6.650000e+08 -95000000.0
Change To Operating Activities -1.108000e+09 -51000000.0
Issuance Of Stock 3.300000e+07 110000000.0
Net Income 4.170000e+08 265000000.0
Change In Cash -1.343000e+09 294000000.0
Total Cash From Operating Activities -1.560000e+08 899000000.0
Depreciation 3.430000e+08 403000000.0
Dividends Paid -1.190000e+08 -77000000.0
Other Cashflows From Financing Activities -7.300000e+07 -75000000.0
Change To Netincome 1.920000e+08 218000000.0
Capital Expenditures -5.460000e+08 -509000000.0
Other Cashflows From Investing Activities NaN -1000000.0
Change To Inventory NaN 38000000.0
Change To Account Receivables NaN -215000000.0
2021-09-30 2021-06-30
Change To Liabilities 225000000.0 71000000.0
Total Cashflows From Investing Activities -370000000.0 -60000000.0
Net Borrowings 287000000.0 -69000000.0
Total Cash From Financing Activities -256000000.0 -161000000.0
Change To Operating Activities -74000000.0 -37000000.0
Issuance Of Stock 110000000.0 75000000.0
Net Income 115000000.0 -73000000.0
Change In Cash -11000000.0 564000000.0
Total Cash From Operating Activities 615000000.0 785000000.0
Depreciation 207000000.0 538000000.0
Dividends Paid -77000000.0 -77000000.0
Other Cashflows From Financing Activities -466000000.0 -90000000.0
Change To Netincome 309000000.0 194000000.0
Capital Expenditures -498000000.0 -355000000.0
Other Cashflows From Investing Activities -2000000.0 -2000000.0
Change To Inventory -40000000.0 -22000000.0
Change To Account Receivables -218000000.0 14000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1535000000 -73000000
3Q2021 1717000000 115000000
4Q2021 2188000000 265000000
1Q2022 2252000000 417000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 702000000.0 568000000.0
Minority Interest 740000000.0 726000000.0
Net Income 417000000.0 265000000.0
Selling General Administrative 423000000.0 402000000.0
Gross Profit 1570000000.0 1516000000.0
Ebit 803000000.0 685000000.0
Operating Income 803000000.0 685000000.0
Other Operating Expenses -36000000.0 -14000000.0
Interest Expense -123000000.0 -121000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 197000000.0 212000000.0
Total Revenue 2252000000.0 2188000000.0
Total Operating Expenses 1449000000.0 1503000000.0
Cost Of Revenue 682000000.0 672000000.0
Total Other Income Expense Net -101000000.0 -117000000.0
Discontinued Operations None None
Net Income From Continuing Ops 505000000.0 356000000.0
Net Income Applicable To Common Shares 417000000.0 265000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 328000000.0 135000000.0
Minority Interest 647000000.0 1044000000.0
Net Income 115000000.0 -73000000.0
Selling General Administrative 409000000.0 399000000.0
Gross Profit 1195000000.0 1213000000.0
Ebit 424000000.0 254000000.0
Operating Income 424000000.0 254000000.0
Other Operating Expenses -23000000.0 -20000000.0
Interest Expense -125000000.0 -118000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 143000000.0 122000000.0
Total Revenue 1717000000.0 1535000000.0
Total Operating Expenses 1293000000.0 1281000000.0
Cost Of Revenue 522000000.0 322000000.0
Total Other Income Expense Net -96000000.0 -119000000.0
Discontinued Operations None None
Net Income From Continuing Ops 185000000.0 13000000.0
Net Income Applicable To Common Shares 115000000.0 -73000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Select Sector SPDR Fund-Energy Select 8106371 2022-01-30 0.0260
1 Vanguard Total Stock Market Index Fund 7922572 2021-12-30 0.0255
2 Dodge & Cox Stock Fund 6588763 2021-12-30 0.0212
3 Vanguard Mid-Cap Index Fund 6303240 2021-12-30 0.0203
4 Vanguard/Primecap Fund 6049200 2021-12-30 0.0194
5 Vanguard 500 Index Fund 5837872 2021-12-30 0.0188
6 Fidelity Growth Company Fund 3600791 2022-02-27 0.0116
7 SPDR S&P 500 ETF Trust 2920036 2022-01-30 0.0094
8 Fidelity 500 Index Fund 2822946 2022-02-27 0.0091
9 Fidelity Series Large Cap Stock Fund 2618572 2022-02-27 0.0084
Value
0 748136979
1 586508005
2 487766124
3 466628857
4 447822276
5 432177664
6 363895938
7 269490122
8 285286922
9 264632886 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 6.36
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 6.97
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 31.78
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 68.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.44
governancePercentile 0
militaryContract False]
symbol: VRTX
sector: Healthcare
Index: SP500
vol_30d_2yr: 38800428.125
Sector 1YMF: -30.810012817382812
1YMF: -30.810012817382812
risk trend factor: -0.6309648097901237
beta currentRatio debtToEquity earningsGrowth ebitda \
VRTX 0.549001 4.752 7.999 0.189 3061199872
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
VRTX 0.38517 17.05055 1882163968 0.4956 3619100000
heldPercentInstitutions industry marketCap operatingCashflow \
VRTX 0.94055 Biotechnology 67286843392 2678700032
operatingMargins payoutRatio pegRatio priceToBook \
VRTX 0.36848 0 1.59 6.164823
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
VRTX 8.46631 0.30841 4.372 0.13881
returnOnEquity revenueGrowth revenuePerShare sector \
VRTX 0.2465 0.216 30.97 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VRTX 255756000 2.03 8238099968 32.211 872499968
totalRevenue trailingPE
VRTX 7947599872 27.766752
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 263.089996 | 245.480961 | 263.090794 | 280.700626 | 264.090635 | 12.86454 | 238.361554 | 289.819715 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VRTX | 0.879467 | 263.089996 | 38800428.125 | 0.668594 | 0.264015 | 0.438798 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 1124.9774062203103 1540.4240204902003 test cv mean error, stdev (10 folds): 1046.6926575477005 1594.6105683465257 sell date: 2022-08-05 expected return: 0.10078056003004886 discounted return: 0.002002408985750437 quarter return: 1.2020608142130922
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 15.22
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile None
peerCount 83
governanceScore 7.4
environmentPercentile None
animalTesting True
tobacco False
totalEsg 23.33
highestControversy 2
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 36.46
peerGroup Pharmaceuticals
smallArms False
environmentScore 0.71
governancePercentile None
militaryContract False]
symbol: HALO
sector: Healthcare
Index: SP400
vol_30d_2yr: 23895179.6875
Sector 1YMF: -7.439998626708984
1YMF: -7.439998626708984
risk trend factor: -0.6397246726921165
beta currentRatio debtToEquity earningsGrowth ebitda \
HALO 1.317156 7.907 446.55 -0.093 277299008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
HALO 0.62552 16.470148 197384992 0.73588 326225000
heldPercentInstitutions industry marketCap operatingCashflow \
HALO 0.9669 Biotechnology 6214338560 299440000
operatingMargins payoutRatio pegRatio priceToBook \
HALO 0.62237 0 0.92 22.081041
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
HALO 14.018043 0.90842 7.101 0.20475
returnOnEquity revenueGrowth revenuePerShare sector \
HALO 2.31442 -0.162 3.152 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HALO 140787008 8.67 740921984 5.381 879494016
totalRevenue trailingPE
HALO 443310016 15.871989
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 44.139999 | 42.492536 | 44.943651 | 47.394766 | 42.266984 | 2.620388 | 37.026208 | 47.50776 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HALO | 0.928279 | 44.139999 | 23895179.6875 | 0.628597 | 0.811654 | 0.443799 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 24.150450995704862 24.173104041641793 test cv mean error, stdev (10 folds): 26.226303504889792 24.400247036284366 sell date: 2022-09-16 expected return: 0.06919154943054201 discounted return: 0.000743640826211367 quarter return: 1.0707823296696473
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 2.563470e+08 4.072290e+08 4.618970e+08
Total Liab 9.074760e+08 9.037460e+08 9.061150e+08
Total Stockholder Equity 1.969530e+08 2.816740e+08 1.197480e+08
Other Current Liab 1.746000e+06 2.245000e+06 1.247000e+06
Total Assets 1.104429e+09 1.185420e+09 1.025863e+09
Common Stock 1.380000e+05 1.410000e+05 1.420000e+05
Retained Earnings -5.891200e+07 -1.256820e+08 -3.422670e+08
Other Liab 2.965000e+06 2.530000e+06 4.026000e+06
Treasury Stock -6.200000e+05 -1.400000e+04 -2.400000e+04
Other Assets 1.693480e+08 1.585330e+08 1.598100e+07
Cash 1.187190e+08 4.916830e+08 4.469660e+08
Total Current Liabilities 1.171470e+08 1.131530e+08 1.142510e+08
Deferred Long Term Asset Charges 1.554340e+08 1.424810e+08 NaN
Short Long Term Debt 8.941900e+07 8.925100e+07 8.916700e+07
Other Stockholder Equity -6.200000e+05 -1.400000e+04 -2.400000e+04
Property Plant Equipment 8.794000e+06 9.588000e+06 1.013200e+07
Total Current Assets 9.262870e+08 1.017299e+09 9.997500e+08
Net Tangible Assets 1.969530e+08 2.816740e+08 1.197480e+08
Short Term Investments 6.222030e+08 3.242370e+08 3.083430e+08
Net Receivables 9.097500e+07 1.120990e+08 1.531960e+08
Long Term Debt 7.872550e+08 7.864540e+08 7.855710e+08
Inventory 5.390800e+07 5.597800e+07 5.855400e+07
Accounts Payable 1.541000e+06 3.322000e+06 4.563000e+06
2021-03-31
Capital Surplus 501186000.0
Total Liab 898987000.0
Total Stockholder Equity 67595000.0
Other Current Liab 1746000.0
Total Assets 966582000.0
Common Stock 143000.0
Retained Earnings -433725000.0
Other Liab 4337000.0
Treasury Stock -9000.0
Other Assets 14497000.0
Cash 499450000.0
Total Current Liabilities 107421000.0
Deferred Long Term Asset Charges NaN
Short Long Term Debt 89042000.0
Other Stockholder Equity -9000.0
Property Plant Equipment 10366000.0
Total Current Assets 941719000.0
Net Tangible Assets 67595000.0
Short Term Investments 264856000.0
Net Receivables 88391000.0
Long Term Debt 784731000.0
Inventory 58343000.0
Accounts Payable 535000.0 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -299311000.0 -16458000.0
Change To Liabilities 3473000.0 -2513000.0
Total Cashflows From Investing Activities -299469000.0 -16954000.0
Total Cash From Financing Activities -156011000.0 -60068000.0
Change To Operating Activities -5042000.0 -682000.0
Issuance Of Stock 4310000.0 4648000.0
Net Income 66770000.0 216587000.0
Change In Cash -372964000.0 44717000.0
Repurchase Of Stock -160321000.0 -64716000.0
Total Cash From Operating Activities 82516000.0 121739000.0
Depreciation 773000.0 751000.0
Change To Inventory 2219000.0 2725000.0
Change To Account Receivables 21124000.0 41097000.0
Change To Netincome -7769000.0 -137194000.0
Capital Expenditures -158000.0 -496000.0
Other Cashflows From Financing Activities NaN NaN
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments -44083000.0 -44980000.0
Change To Liabilities 6833000.0 -6626000.0
Total Cashflows From Investing Activities -44616000.0 -45250000.0
Total Cash From Financing Activities -44757000.0 338701000.0
Change To Operating Activities -3496000.0 -2335000.0
Issuance Of Stock 3578000.0 3578000.0
Net Income 91458000.0 27895000.0
Change In Cash -52484000.0 351747000.0
Repurchase Of Stock -48240000.0 -76781000.0
Total Cash From Operating Activities 36889000.0 58296000.0
Depreciation 735000.0 738000.0
Change To Inventory -86000.0 2513000.0
Change To Account Receivables -64805000.0 9339000.0
Change To Netincome 5285000.0 26031000.0
Capital Expenditures -533000.0 -270000.0
Other Cashflows From Financing Activities -95000.0 -329000.0
Net Borrowings NaN 415811000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 89022000 27895000
2Q2021 136455000 91458000
3Q2021 115830000 216587000
4Q2021 102003000 66770000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 54810000.0 74106000.0 91516000.0
Minority Interest None None None
Net Income 66770000.0 216587000.0 91458000.0
Selling General Administrative 13774000.0 13169000.0 12321000.0
Gross Profit 70308000.0 88755000.0 105368000.0
Ebit 56534000.0 75586000.0 93047000.0
Operating Income 56534000.0 75586000.0 93047000.0
Other Operating Expenses None None None
Interest Expense -2055000.0 -1754000.0 -1752000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense -11960000.0 -142481000.0 58000.0
Total Revenue 102003000.0 115830000.0 136455000.0
Total Operating Expenses 45469000.0 40244000.0 43408000.0
Cost Of Revenue 31695000.0 27075000.0 31087000.0
Total Other Income Expense Net -1724000.0 -1480000.0 -1531000.0
Discontinued Operations None None None
Net Income From Continuing Ops 66770000.0 216587000.0 91458000.0
Net Income Applicable To Common Shares 66770000.0 216587000.0 91458000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 28086000.0
Minority Interest None
Net Income 27895000.0
Selling General Administrative 11059000.0
Gross Profit 61794000.0
Ebit 50735000.0
Operating Income 50735000.0
Other Operating Expenses None
Interest Expense -1965000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 191000.0
Total Revenue 89022000.0
Total Operating Expenses 38287000.0
Cost Of Revenue 27228000.0
Total Other Income Expense Net -22649000.0
Discontinued Operations None
Net Income From Continuing Ops 27895000.0
Net Income Applicable To Common Shares 27895000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Artisan Small Cap Fund 4559968 2021-12-30
1 Vanguard Total Stock Market Index Fund 4001847 2021-12-30
2 iShares Core S&P Midcap ETF 3916016 2022-01-30
3 Vanguard Small-Cap Index Fund 3542071 2021-12-30
4 iShares Russell 2000 ETF 3147979 2022-01-30
5 Vanguard Small-Cap Growth Index Fund 2205668 2021-12-30
6 JP Morgan Small Cap Growth Fund 2045628 2021-12-30
7 Vanguard Extended Market Index Fund 1844833 2021-12-30
8 SPDR (R) Ser Tr-SPDR (R) S&P (R) Biotech ETF 1788558 2022-01-30
9 Delaware Group Equity Fds V-Small Cap Core Fund 1749009 2022-02-27
% Out Value
0 0.0331 183356313
1 0.0290 160914267
2 0.0284 135533313
3 0.0257 142426674
4 0.0228 108951553
5 0.0160 88689910
6 0.0148 82254701
7 0.0134 74180734
8 0.0130 61901992
9 0.0127 62037349 ]
['options', ('2023-01-20',)]
symbol: CSL
sector: Industrials
Index: SP400
vol_30d_2yr: 6905512.5
Sector 1YMF: -29.350021362304688
1YMF: -29.350021362304688
risk trend factor: -0.659254684314124
beta currentRatio debtToEquity dividendRate dividendYield \
CSL 0.990471 1.875 109.341 2.16 0.0092
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CSL 2.778 1004600000 0.18723 12.469963 163500000
grossMargins grossProfits heldPercentInstitutions \
CSL 0.29288 1324400000 0.92743
industry marketCap operatingCashflow \
CSL Building Products & Equipment 12126400512 402400000
operatingMargins payoutRatio pegRatio priceToBook \
CSL 0.14606 0.2141 0.94 4.504965
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CSL 2.259985 0.10494 1.151 0.07492
returnOnEquity revenueGrowth revenuePerShare sector \
CSL 0.2091 0.59 102.644 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CSL 51698500 1.91 291700000 5.659 2928800000
totalRevenue trailingPE
CSL 5365700096 22.111614
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 234.559998 | 232.555741 | 252.299205 | 272.042669 | 250.260634 | 9.078125 | 232.104383 | 268.416885 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CSL | 0.893561 | 234.559998 | 6905512.5 | 0.754731 | 0.961206 | 0.453537 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 497.44209929377934 367.5632189484563 test cv mean error, stdev (10 folds): 491.75210128490096 385.0414039130602 sell date: 2022-09-23 expected return: 0.05922921392781611 discounted return: 0.0005933871901875332 quarter return: 1.056092135407889
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 1.980900e+09 2.008700e+09 1.599400e+09
Capital Surplus 4.835000e+08 4.815000e+08 4.738000e+08
Total Liab 4.644400e+09 4.617300e+09 4.529800e+09
Total Stockholder Equity 2.678600e+09 2.629500e+09 2.544800e+09
Other Current Liab 8.220000e+07 8.010000e+07 7.060000e+07
Total Assets 7.323000e+09 7.246800e+09 7.074600e+09
Common Stock 7.870000e+07 7.870000e+07 7.870000e+07
Other Current Assets 9.020000e+07 2.848000e+08 2.512000e+08
Retained Earnings 4.402600e+09 4.237700e+09 4.137900e+09
Other Liab 8.791000e+08 8.080000e+08 7.545000e+08
Good Will 2.215000e+09 2.199000e+09 2.539500e+09
Treasury Stock -2.286200e+09 -2.168400e+09 -2.145600e+09
Other Assets 1.292000e+08 4.690000e+07 1.198000e+08
Cash 2.917000e+08 3.244000e+08 2.956000e+08
Total Current Liabilities 1.188600e+09 1.169500e+09 8.513000e+08
Short Long Term Debt 3.521000e+08 3.520000e+08 2.400000e+06
Other Stockholder Equity -1.014000e+08 -1.052000e+08 -1.012000e+08
Property Plant Equipment 7.691000e+08 8.413000e+08 7.341000e+08
Total Current Assets 2.228800e+09 2.150900e+09 2.081800e+09
Net Tangible Assets -1.517300e+09 -1.578200e+09 -1.594100e+09
Net Receivables 1.076200e+09 8.867000e+08 9.510000e+08
Long Term Debt 2.576700e+09 2.575400e+09 2.924000e+09
Inventory 7.289000e+08 6.051000e+08 5.489000e+08
Accounts Payable 5.209000e+08 4.324000e+08 4.810000e+08
Deferred Long Term Asset Charges NaN 4.000000e+05 NaN
2021-06-30
Intangible Assets 9.039000e+08
Capital Surplus 4.601000e+08
Total Liab 3.421400e+09
Total Stockholder Equity 2.417900e+09
Other Current Liab 1.617000e+08
Total Assets 5.839300e+09
Common Stock 7.870000e+07
Other Current Assets 5.193000e+08
Retained Earnings 4.024200e+09
Other Liab 5.793000e+08
Good Will 1.640200e+09
Treasury Stock -2.145100e+09
Other Assets 1.085000e+08
Cash 7.133000e+08
Total Current Liabilities 7.617000e+08
Short Long Term Debt 1.200000e+06
Other Stockholder Equity -1.028000e+08
Property Plant Equipment 6.742000e+08
Total Current Assets 2.512500e+09
Net Tangible Assets -1.262000e+08
Net Receivables 7.939000e+08
Long Term Debt 2.080400e+09
Inventory 4.626000e+08
Accounts Payable 3.871000e+08
Deferred Long Term Asset Charges NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Investments 10300000.0 -20000000.0
Change To Liabilities 93700000.0 -47700000.0
Total Cashflows From Investing Activities 81200000.0 -63200000.0
Total Cash From Financing Activities -158800000.0 -45800000.0
Change To Operating Activities -16200000.0 -17500000.0
Issuance Of Stock 7700000.0 8500000.0
Net Income 193600000.0 128100000.0
Change In Cash -32700000.0 28800000.0
Repurchase Of Stock -137000000.0 -25100000.0
Effect Of Exchange Rate 600000.0 600000.0
Total Cash From Operating Activities 44300000.0 137800000.0
Depreciation 64100000.0 49300000.0
Other Cashflows From Investing Activities 126700000.0 100000.0
Dividends Paid -28700000.0 -28300000.0
Change To Inventory -122000000.0 -64400000.0
Change To Account Receivables -190700000.0 63200000.0
Other Cashflows From Financing Activities -800000.0 -900000.0
Change To Netincome 21800000.0 26800000.0
Capital Expenditures -31100000.0 -45900000.0
Net Borrowings NaN NaN
2021-09-30 2021-06-30
Investments -2.000000e+07 -2.000000e+07
Change To Liabilities 2.110000e+07 0.000000e+00
Total Cashflows From Investing Activities -1.359700e+09 -1.359700e+09
Total Cash From Financing Activities 8.184000e+08 8.184000e+08
Change To Operating Activities -1.340000e+07 -1.340000e+07
Issuance Of Stock 3.180000e+07 3.180000e+07
Net Income 1.421000e+08 9.930000e+07
Change In Cash -4.177000e+08 -4.177000e+08
Repurchase Of Stock -2.570000e+07 -2.570000e+07
Effect Of Exchange Rate -9.000000e+05 -9.000000e+05
Total Cash From Operating Activities 1.245000e+08 1.245000e+08
Depreciation 5.680000e+07 5.680000e+07
Other Cashflows From Investing Activities 2.480000e+08 2.480000e+08
Dividends Paid -2.820000e+07 -2.820000e+07
Change To Inventory -3.180000e+07 -3.180000e+07
Change To Account Receivables -8.000000e+07 -8.000000e+07
Other Cashflows From Financing Activities -2.100000e+06 -2.100000e+06
Change To Netincome 2.970000e+07 2.970000e+07
Capital Expenditures -3.380000e+07 -3.380000e+07
Net Borrowings 8.426000e+08 8.426000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1177800000 99300000
3Q2021 1315600000 142100000
4Q2021 1376000000 128100000
1Q2022 1496300000 193600000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development 12300000.0 12900000.0
Effect Of Accounting Charges None None
Income Before Tax 254800000.0 160200000.0
Minority Interest None None
Net Income 193600000.0 128100000.0
Selling General Administrative 202800000.0 192400000.0
Gross Profit 492800000.0 393100000.0
Ebit 279400000.0 194400000.0
Operating Income 279400000.0 194400000.0
Other Operating Expenses -1700000.0 -6600000.0
Interest Expense -22600000.0 -22100000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 60500000.0 29400000.0
Total Revenue 1496300000.0 1376000000.0
Total Operating Expenses 1216900000.0 1181600000.0
Cost Of Revenue 1003500000.0 982900000.0
Total Other Income Expense Net -24600000.0 -34200000.0
Discontinued Operations -700000.0 -2700000.0
Net Income From Continuing Ops 194300000.0 130800000.0
Net Income Applicable To Common Shares 193100000.0 127800000.0
2021-09-30 2021-06-30
Research Development 12800000.0 13600000.0
Effect Of Accounting Charges None None
Income Before Tax 146000000.0 113900000.0
Minority Interest None None
Net Income 142100000.0 99300000.0
Selling General Administrative 192000000.0 158800000.0
Gross Profit 374300000.0 311300000.0
Ebit 169800000.0 140600000.0
Operating Income 169800000.0 140600000.0
Other Operating Expenses -300000.0 -1700000.0
Interest Expense -19800000.0 -19200000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 33000000.0 19800000.0
Total Revenue 1315600000.0 1177800000.0
Total Operating Expenses 1145800000.0 1037200000.0
Cost Of Revenue 941300000.0 866500000.0
Total Other Income Expense Net -23800000.0 -26700000.0
Discontinued Operations 29100000.0 5200000.0
Net Income From Continuing Ops 113000000.0 94100000.0
Net Income Applicable To Common Shares 141600000.0 99100000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Eaton Vance Atlanta Capital SMID-Cap Fd 2086432 2022-03-30
1 Allspring Special Mid Cap Value Fund 1937600 2022-04-29
2 Vanguard Total Stock Market Index Fund 1503083 2022-03-30
3 iShares Core S&P Midcap ETF 1491400 2022-04-29
4 Vanguard Small-Cap Index Fund 1306067 2022-03-30
5 JP Morgan Mid Cap Value Fund 980782 2022-03-30
6 Franklin Managed Trust - Rising Dividends Fund 958729 2022-03-30
7 Vanguard Small Cap Value Index Fund 854878 2022-03-30
8 Vanguard Extended Market Index Fund 689676 2022-03-30
9 Oakmark Equity and Income Fund 614375 2022-03-30
% Out Value
0 0.0404 513095357
1 0.0375 502535936
2 0.0291 369638171
3 0.0288 386809504
4 0.0253 321187996
5 0.0190 241193909
6 0.0185 235770635
7 0.0165 210231597
8 0.0133 169605121
9 0.0119 151087100 ]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 3.67
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 15
governanceScore 6.31
environmentPercentile None
animalTesting False
tobacco False
totalEsg 20.97
highestControversy 0
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 27.74
peerGroup Building Products
smallArms False
environmentScore 10.99
governancePercentile None
militaryContract False]
symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
beta currentRatio debtToEquity dividendRate dividendYield \
NFG 0.65625 0.335 153.726 1.82 0.0245
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
NFG 0.48 1072884992 0.5368 10.970457 493999136
grossMargins grossProfits heldPercentInstitutions industry \
NFG 0.59349 1095026000 0.77105 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
NFG 6792414208 800038976 0.36285 0.3534 1.31
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
NFG 3.644438 3.398482 0.23674 0.222
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
NFG 0.06076 0.23881 0.273 21.899 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NFG 91455696 4.03 52569000 0.575 2864929024
totalRevenue trailingPE
NFG 1998660992 14.41576
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 65.440002 | 66.196732 | 71.468095 | 76.739458 | 70.233492 | 2.539221 | 65.155049 | 75.311934 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NFG | 1.09896 | 65.440002 | 10051408.984375 | 0.723622 | 0.865522 | 0.460844 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 18.32475491962216 15.305691880232668 test cv mean error, stdev (10 folds): 19.915628892149904 15.16655093435223 sell date: 2022-08-05 expected return: 0.09478769729193245 discounted return: 0.0018884571584556475 quarter return: 1.1895489675093711
['options', ('2022-07-15',)]
symbol: CAL
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 13624561.71875
Sector 1YMF: -7.140003204345703
1YMF: -7.140003204345703
risk trend factor: -0.6945527944974851
beta currentRatio debtToEquity dividendRate dividendYield \
CAL 2.076225 0.873 244.795 0.28 0.0105
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CAL 7.25 301993984 0.10507 5.692308 52809000
grossMargins grossProfits heldPercentInstitutions industry \
CAL 0.44516 1227317000 0.94973 Footwear & Accessories
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CAL 978686976 117749000 0.0892 0.0593 0.45
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CAL 2.832235 0.340521 0.06311 0.212
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
CAL 0.08588 0.64377 0.151 78.491
sector sharesOutstanding shortRatio totalCash \
CAL Consumer Cyclical 36737500 3.21 33717000
totalCashPerShare totalDebt totalRevenue trailingPE
CAL 0.918 876433984 2874084096 5.65365
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.639999 | 22.454831 | 27.003651 | 31.55247 | 23.73746 | 3.136263 | 17.464934 | 30.009987 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CAL | 1.602114 | 26.639999 | 13624561.71875 | 0.862213 | 0.418598 | 0.505598 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 17.57251282551596 17.244721751582233 test cv mean error, stdev (10 folds): 19.098450198852767 17.3639033916298 sell date: 2022-07-22 expected return: 0.14002055143421874 discounted return: 0.0038617400183567074 quarter return: 1.4256043699011531
['quarterly_balance_sheet', 2022-01-29 2021-10-30 2021-07-31 \
Intangible Assets 2.443470e+08 2.256690e+08 2.288210e+08
Capital Surplus 1.688300e+08 1.654750e+08 1.621220e+08
Total Liab 1.520539e+09 1.568813e+09 1.587607e+09
Total Stockholder Equity 3.185700e+08 3.010980e+08 2.406970e+08
Minority Interest 4.817000e+06 4.647000e+06 4.594000e+06
Other Current Liab 2.802200e+07 8.162900e+07 7.465000e+07
Total Assets 1.843926e+09 1.874558e+09 1.832898e+09
Common Stock 3.760000e+05 3.830000e+05 3.830000e+05
Other Current Assets 1.735500e+07 7.789000e+06 8.361000e+06
Retained Earnings 1.579700e+08 1.437110e+08 8.676400e+07
Other Liab 4.201700e+07 4.596700e+07 4.565200e+07
Good Will 4.956000e+06 4.956000e+06 4.956000e+06
Treasury Stock -8.606000e+06 -8.471000e+06 -8.572000e+06
Other Assets 1.044790e+08 1.254110e+08 1.220950e+08
Cash 3.011500e+07 7.477200e+07 5.468400e+07
Total Current Liabilities 1.025613e+09 1.070060e+09 9.786690e+08
Other Stockholder Equity -8.606000e+06 -8.471000e+06 -8.572000e+06
Property Plant Equipment 6.536680e+08 6.558240e+08 6.696630e+08
Total Current Assets 8.364760e+08 8.626980e+08 8.073630e+08
Net Tangible Assets 6.926700e+07 7.047300e+07 6.920000e+06
Net Receivables 1.553090e+08 1.969180e+08 1.455480e+08
Inventory 5.968070e+08 5.432180e+08 5.655120e+08
Accounts Payable 3.314700e+08 3.520840e+08 3.487950e+08
Short Long Term Debt NaN 9.959800e+07 9.954000e+07
Long Term Debt NaN NaN 9.954000e+07
2021-05-01
Intangible Assets 2.319680e+08
Capital Surplus 1.593810e+08
Total Liab 1.596167e+09
Total Stockholder Equity 2.028690e+08
Minority Interest 3.787000e+06
Other Current Liab 6.158200e+07
Total Assets 1.802823e+09
Common Stock 3.830000e+05
Other Current Assets 8.169000e+06
Retained Earnings 5.204100e+07
Other Liab 4.090900e+07
Good Will 4.956000e+06
Treasury Stock -8.936000e+06
Other Assets 1.176520e+08
Cash 9.824400e+07
Total Current Liabilities 8.659370e+08
Other Stockholder Equity -8.936000e+06
Property Plant Equipment 6.911290e+08
Total Current Assets 7.571180e+08
Net Tangible Assets -3.405500e+07
Net Receivables 1.685480e+08
Inventory 4.452990e+08
Accounts Payable 2.933090e+08
Short Long Term Debt NaN
Long Term Debt 1.989660e+08 ]
['quarterly_cashflow', 2022-01-29 2021-10-30 \
Change To Liabilities -20532000.0 3271000.0
Total Cashflows From Investing Activities -9586000.0 -5162000.0
Net Borrowings 15000000.0 -25000000.0
Total Cash From Financing Activities -13729000.0 -28891000.0
Change To Operating Activities 4322000.0 -4915000.0
Net Income 33854000.0 59622000.0
Change In Cash -44657000.0 20088000.0
Repurchase Of Stock -16965000.0 -16965000.0
Effect Of Exchange Rate -55000.0 -40000.0
Total Cash From Operating Activities -21287000.0 54181000.0
Depreciation 11574000.0 11428000.0
Dividends Paid -2637000.0 -2675000.0
Change To Inventory -53855000.0 22361000.0
Change To Account Receivables 39190000.0 -51202000.0
Other Cashflows From Financing Activities -9127000.0 -1216000.0
Change To Netincome -39462000.0 7073000.0
Capital Expenditures -7956000.0 -3621000.0
2021-07-31 2021-05-01
Change To Liabilities 55532000.0 12665000.0
Total Cashflows From Investing Activities -5520000.0 -3877000.0
Net Borrowings -100000000.0 -50000000.0
Total Cash From Financing Activities -103151000.0 -56614000.0
Change To Operating Activities 35388000.0 -14740000.0
Net Income 37396000.0 6147000.0
Change In Cash -43560000.0 9949000.0
Repurchase Of Stock -16965000.0 -16965000.0
Effect Of Exchange Rate -58000.0 62000.0
Total Cash From Operating Activities 65169000.0 70378000.0
Depreciation 11543000.0 12092000.0
Dividends Paid -2673000.0 -2663000.0
Change To Inventory -120340000.0 43062000.0
Change To Account Receivables 24567000.0 -5553000.0
Other Cashflows From Financing Activities -478000.0 -3951000.0
Change To Netincome 10711000.0 14844000.0
Capital Expenditures -4157000.0 -2659000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 638636000 6147000
3Q2021 675531000 37396000
4Q2021 784156000 59622000
1Q2022 679281000 33854000]
['quarterly_financials', 2022-01-29 2021-10-30 2021-07-31 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 45184000.0 79444000.0 54711000.0
Minority Interest 4817000.0 4647000.0 4594000.0
Net Income 33854000.0 59622000.0 37396000.0
Selling General Administrative 243378000.0 250289000.0 255941000.0
Gross Profit 294786000.0 335351000.0 322293000.0
Ebit 37926000.0 85062000.0 66352000.0
Operating Income 37926000.0 85062000.0 66352000.0
Other Operating Expenses 13482000.0 13482000.0 13482000.0
Interest Expense -2127000.0 -5069000.0 -11941000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 11243000.0 19759000.0 16559000.0
Total Revenue 679281000.0 784156000.0 675531000.0
Total Operating Expenses 641355000.0 699094000.0 609179000.0
Cost Of Revenue 384495000.0 448805000.0 353238000.0
Total Other Income Expense Net 7258000.0 -5618000.0 -11641000.0
Discontinued Operations None None None
Net Income From Continuing Ops 33941000.0 59685000.0 38152000.0
Net Income Applicable To Common Shares 32609000.0 57482000.0 36036000.0
2021-05-01
Research Development None
Effect Of Accounting Charges None
Income Before Tax 9906000.0
Minority Interest 3787000.0
Net Income 6147000.0
Selling General Administrative 241007000.0
Gross Profit 274887000.0
Ebit 33880000.0
Operating Income 33880000.0
Other Operating Expenses 13482000.0
Interest Expense -11792000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 3521000.0
Total Revenue 638636000.0
Total Operating Expenses 604756000.0
Cost Of Revenue 363749000.0
Total Other Income Expense Net -23974000.0
Discontinued Operations None
Net Income From Continuing Ops 6385000.0
Net Income Applicable To Common Shares 5937000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 2729688 2022-04-29
1 Vanguard Total Stock Market Index Fund 1036100 2022-03-30
2 iShares Russell 2000 ETF 822360 2022-04-29
3 Principal Small Cap Fund 634100 2022-01-30
4 iShares S&P Smallcap 600 Value ETF 560015 2022-04-29
5 Vanguard Extended Market Index Fund 513668 2022-03-30
6 Vanguard Small-Cap Index Fund 466896 2022-03-30
7 Neuberger & Berman Intrinsic Value Fd 333511 2022-04-29
8 SPDR (R) Ser Tr-SPDR S&P 600 Small Cap Value ETF 315466 2022-04-29
9 iShares Russell 2000 Growth ETF 299571 2022-04-29
% Out Value
0 0.0743 62591745
1 0.0282 20027813
2 0.0224 18856714
3 0.0173 15205718
4 0.0152 12841143
5 0.0140 9929202
6 0.0127 9025099
7 0.0091 7647407
8 0.0086 7233635
9 0.0082 6869163 ]
['options', ('2022-08-19', '2022-12-16')]
symbol: UNM
sector: Financial Services
Index: SP400
vol_30d_2yr: 53508487.6953125
Sector 1YMF: -5.059993743896484
1YMF: -5.059993743896484
risk trend factor: -0.6950538380399589
beta currentRatio debtToEquity dividendRate dividendYield \
UNM 1.514215 24.407 30.875 1.2 0.0348
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
UNM 0.179 1461100032 0.12162 6.460318 799987520
grossMargins grossProfits heldPercentInstitutions industry \
UNM 0.27461 3299100000 0.88459 Insurance—Life
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
UNM 6656989696 1387500032 0.11165 0.2622 0.65
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
UNM 0.598606 0.554112 0.0686 5.019
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
UNM 0.01191 0.07396 -0.303 58.824
sector sharesOutstanding shortRatio totalCash \
UNM Financial Services 204452992 2.79 1463000064
totalCashPerShare totalDebt totalRevenue trailingPE
UNM 7.222 3524800000 12013800448 8.34444
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.560001 | 32.487871 | 35.250159 | 38.012447 | 33.449206 | 2.08965 | 29.269907 | 37.628506 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UNM | 0.872299 | 32.560001 | 53508487.695312 | 0.778725 | 0.43303 | 0.490172 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 20.10065423888112 26.485586786406316 test cv mean error, stdev (10 folds): 21.693367627808307 27.271433151349527 sell date: 2022-07-22 expected return: 0.052593715434335934 discounted return: 0.001508705287804446 quarter return: 1.1487751489032836
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.281000e+09 2.231500e+09 2.235700e+09
Capital Surplus 2.408100e+09 2.398500e+09 2.386800e+09
Total Liab 5.869920e+10 5.947970e+10 5.986040e+10
Total Stockholder Equity 1.141640e+10 1.111820e+10 1.094750e+10
Other Current Liab 5.717000e+08 5.090000e+08 5.957000e+08
Total Assets 7.011560e+10 7.059790e+10 7.080790e+10
Common Stock 3.070000e+07 3.070000e+07 3.070000e+07
Other Current Assets 1.152200e+10 1.170400e+10 1.202560e+10
Retained Earnings 1.185320e+10 1.175480e+10 1.148760e+10
Other Liab 5.460270e+10 5.552930e+10 5.582330e+10
Good Will 3.522000e+08 3.521000e+08 3.533000e+08
Treasury Stock -2.875600e+09 -3.065800e+09 -2.957600e+09
Other Assets 7.966200e+09 7.985200e+09 7.792900e+09
Cash 7.500000e+07 1.217000e+08 1.231000e+08
Total Current Liabilities 5.943000e+08 5.090000e+08 5.957000e+08
Other Stockholder Equity 3.541000e+08 1.139000e+08 2.221000e+08
Property Plant Equipment 5.118000e+08 4.625000e+08 4.998000e+08
Total Current Assets 1.450490e+10 1.484430e+10 1.537290e+10
Long Term Investments 4.449950e+10 4.472230e+10 4.455330e+10
Net Tangible Assets 1.106420e+10 1.076610e+10 1.059420e+10
Short Term Investments 1.388000e+09 1.472700e+09 1.596600e+09
Net Receivables 1.519900e+09 1.545900e+09 1.627600e+09
Long Term Debt 3.442200e+09 3.441400e+09 3.441400e+09
2021-03-31
Intangible Assets 2.254800e+09
Capital Surplus 2.380800e+09
Total Liab 5.868650e+10
Total Stockholder Equity 1.057010e+10
Other Current Liab 5.028000e+08
Total Assets 6.925660e+10
Common Stock 3.070000e+07
Other Current Assets 1.221890e+10
Retained Earnings 1.136320e+10
Other Liab 5.483690e+10
Good Will 3.530000e+08
Treasury Stock -3.204600e+09
Other Assets 7.858300e+09
Cash 5.618000e+08
Total Current Liabilities 5.028000e+08
Other Stockholder Equity -2.490000e+07
Property Plant Equipment 5.006000e+08
Total Current Assets 1.523620e+10
Long Term Investments 4.305370e+10
Net Tangible Assets 1.021710e+10
Short Term Investments 7.561000e+08
Net Receivables 1.699400e+09
Long Term Debt 3.346800e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -306600000.0 -351100000.0
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -434800000.0 -399100000.0
Total Cash From Financing Activities -100000.0 -57400000.0
Change To Operating Activities -47900000.0 -144100000.0
Issuance Of Stock 1500000.0 900000.0
Net Income 159700000.0 328600000.0
Change In Cash -46700000.0 -1400000.0
Repurchase Of Stock -50000000.0 -50000000.0
Total Cash From Operating Activities 388200000.0 455100000.0
Depreciation 29800000.0 30400000.0
Other Cashflows From Investing Activities -100300000.0 -23200000.0
Dividends Paid -61400000.0 -61300000.0
Change To Account Receivables 250800000.0 145700000.0
Other Cashflows From Financing Activities 109800000.0 3000000.0
Change To Netincome -94500000.0 74700000.0
Capital Expenditures -27900000.0 -24800000.0
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments -1.125300e+09 603400000.0
Change To Liabilities 0.000000e+00 0.0
Total Cashflows From Investing Activities -1.095300e+09 588600000.0
Total Cash From Financing Activities -4.960000e+07 -61800000.0
Change To Operating Activities 1.010000e+08 254500000.0
Issuance Of Stock 6.000000e+05 800000.0
Net Income 1.829000e+08 153000000.0
Change In Cash -4.387000e+08 364800000.0
Repurchase Of Stock -5.000000e+07 -50000000.0
Total Cash From Operating Activities 7.062000e+08 -162000000.0
Depreciation 3.030000e+07 29300000.0
Other Cashflows From Investing Activities 5.670000e+07 16100000.0
Dividends Paid -5.830000e+07 -58400000.0
Change To Account Receivables 2.770000e+08 4500000.0
Other Cashflows From Financing Activities -8.000000e+07 -4200000.0
Change To Netincome -2.530000e+07 -648200000.0
Capital Expenditures -2.670000e+07 -30900000.0
Net Borrowings 8.810000e+07 88100000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 3072000000 153000000
2Q2021 2993000000 182900000
3Q2021 2969700000 328600000
4Q2021 2979100000 159700000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 191700000.0 409900000.0
Minority Interest None None
Net Income 159700000.0 328600000.0
Selling General Administrative 249300000.0 241600000.0
Gross Profit 753400000.0 947700000.0
Ebit 242300000.0 466700000.0
Operating Income 242300000.0 466700000.0
Other Operating Expenses 261800000.0 239400000.0
Interest Expense -50600000.0 -44700000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 32000000.0 81300000.0
Total Revenue 2979100000.0 2969700000.0
Total Operating Expenses 2736800000.0 2503000000.0
Cost Of Revenue 2225700000.0 2022000000.0
Total Other Income Expense Net -50600000.0 -56800000.0
Discontinued Operations None None
Net Income From Continuing Ops 159700000.0 328600000.0
Net Income Applicable To Common Shares 159700000.0 328600000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 262600000.0 198800000.0
Minority Interest None None
Net Income 182900000.0 153000000.0
Selling General Administrative 247400000.0 236900000.0
Gross Profit 872900000.0 725100000.0
Ebit 389100000.0 243200000.0
Operating Income 389100000.0 243200000.0
Other Operating Expenses 236400000.0 245000000.0
Interest Expense -45300000.0 -44400000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 79700000.0 45800000.0
Total Revenue 2993000000.0 3072000000.0
Total Operating Expenses 2603900000.0 2828800000.0
Cost Of Revenue 2120100000.0 2346900000.0
Total Other Income Expense Net -126500000.0 -44400000.0
Discontinued Operations None None
Net Income From Continuing Ops 182900000.0 153000000.0
Net Income Applicable To Common Shares 182900000.0 153000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Fidelity Low-Priced Stock Fund 13985534 2022-02-27 0.0695
1 iShares Core S&P Midcap ETF 5665789 2022-01-30 0.0282
2 Vanguard Total Stock Market Index Fund 5233494 2021-12-30 0.0260
3 Vanguard Small-Cap Index Fund 4628560 2021-12-30 0.0230
4 iShares Select Dividend ETF 4099983 2022-01-30 0.0204
5 Vanguard Selected Value Fund 3668000 2022-01-30 0.0182
6 Vanguard Fenway Funds-Equity Income Fund 3043945 2021-12-30 0.0151
7 Vanguard Small Cap Value Index Fund 2937934 2021-12-30 0.0146
8 Vanguard Extended Market Index Fund 2710121 2021-12-30 0.0135
9 DFA U.S. Small Cap Value Series 2540837 2022-01-30 0.0126
Value
0 390476109
1 143797724
2 128586947
3 113723719
4 104057568
5 93093840
6 74789728
7 72185038
8 66587672
9 64486443 ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.43
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 96
governanceScore 10.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 20.03
highestControversy 1
esgPerformance None
coal False
pesticides False
adult False
percentile 24.5
peerGroup Insurance
smallArms False
environmentScore 2.08
governancePercentile 0
militaryContract False]
symbol: HSY
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 19940425.0
Sector 1YMF: -20.060012817382812
1YMF: -20.060012817382812
risk trend factor: -0.7068361298814138
beta currentRatio debtToEquity dividendRate dividendYield \
HSY 0.40098 0.958 182.251 3.6 0.016
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HSY 0.353 2543244032 0.27225 27.397606 1117503360
grossMargins grossProfits heldPercentInstitutions industry \
HSY 0.45457 4053818000 0.76488 Confectioners
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HSY 42443001856 2129710976 0.23712 0.4508 2.91
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HSY 16.785889 4.543436 0.1729 0.47
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
HSY 0.14067 0.62521 0.161 45.269
sector sharesOutstanding shortRatio totalCash \
HSY Consumer Defensive 145390000 2.17 338055008
totalCashPerShare totalDebt totalRevenue trailingPE
HSY 1.644 5313624064 9341609984 29.91144
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 206.029999 | 204.010093 | 209.173967 | 214.337841 | 217.173016 | 7.66194 | 201.849137 | 232.496895 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HSY | 1.169855 | 206.029999 | 19940425.0 | 0.759001 | 0.971853 | 0.450651 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 126.32128598822646 95.57167363837233 test cv mean error, stdev (10 folds): 136.94865844395548 93.83526155947202 sell date: 2022-07-22 expected return: 0.06675063231683906 discounted return: 0.001902314044301745 quarter return: 1.1910635388921387
['quarterly_balance_sheet', 2022-04-03 2021-12-31 2021-10-03 \
Intangible Assets 2.309871e+09 2.298244e+09 1.726473e+09
Capital Surplus 1.243240e+09 1.260331e+09 1.240012e+09
Total Liab 7.729495e+09 7.655002e+09 6.902050e+09
Total Stockholder Equity 2.915549e+09 2.757229e+09 2.528294e+09
Other Current Liab 7.963500e+07 3.070000e+06 6.948200e+07
Total Assets 1.064504e+10 1.041223e+10 9.439183e+09
Common Stock 2.215530e+08 2.215530e+08 2.215530e+08
Other Current Assets 1.325250e+08 1.276780e+08 1.304180e+08
Retained Earnings 3.071416e+09 2.719936e+09 2.565538e+09
Other Liab 7.628260e+08 7.641630e+08 7.335690e+08
Good Will 2.620594e+09 2.633174e+09 2.164580e+09
Treasury Stock -1.620660e+09 -1.444591e+09 -1.498809e+09
Other Assets 2.027480e+08 2.036190e+08 1.613820e+08
Cash 3.380550e+08 3.292660e+08 6.755160e+08
Total Current Liabilities 2.565637e+09 2.493313e+09 1.906495e+09
Deferred Long Term Asset Charges 4.281700e+07 4.087300e+07 3.967400e+07
Other Stockholder Equity -2.420090e+08 -2.492150e+08 -2.984000e+08
Property Plant Equipment 2.945013e+09 2.937899e+09 2.566939e+09
Total Current Assets 2.457438e+09 2.246206e+09 2.741944e+09
Long Term Investments 1.093800e+08 9.308900e+07 7.786500e+07
Net Tangible Assets -2.014916e+09 -2.174189e+09 -1.362759e+09
Net Receivables 8.684260e+08 6.714640e+08 8.412270e+08
Long Term Debt 4.022164e+09 4.020325e+09 4.016913e+09
Inventory 1.031503e+09 9.885110e+08 1.026541e+09
Accounts Payable 8.252310e+08 6.923380e+08 6.718550e+08
Minority Interest NaN NaN 8.839000e+06
Short Long Term Debt NaN NaN 2.812000e+06
2021-07-04
Intangible Assets 1.724699e+09
Capital Surplus 1.218708e+09
Total Liab 6.609970e+09
Total Stockholder Equity 2.265049e+09
Other Current Liab 5.203500e+07
Total Assets 8.883863e+09
Common Stock 2.215530e+08
Other Current Assets 1.360040e+08
Retained Earnings 2.301805e+09
Other Liab 7.554160e+08
Good Will 2.166446e+09
Treasury Stock -1.477017e+09
Other Assets 1.440380e+08
Cash 4.262010e+08
Total Current Liabilities 1.587002e+09
Deferred Long Term Asset Charges 3.436200e+07
Other Stockholder Equity -2.961360e+08
Property Plant Equipment 2.547893e+09
Total Current Assets 2.219181e+09
Long Term Investments 8.160600e+07
Net Tangible Assets -1.626096e+09
Net Receivables 5.324010e+08
Long Term Debt 4.019067e+09
Inventory 1.060422e+09
Accounts Payable 6.156410e+08
Minority Interest 8.844000e+06
Short Long Term Debt NaN ]
['quarterly_cashflow', 2022-04-03 2021-12-31 \
Investments -22503000.0 -5.250000e+07
Change To Liabilities 98027000.0 -3.671400e+07
Total Cashflows From Investing Activities -163966000.0 -1.383089e+09
Net Borrowings -66690000.0 5.276340e+08
Total Cash From Financing Activities -463454000.0 3.566900e+08
Change To Operating Activities -23427000.0 1.461200e+07
Issuance Of Stock 16711000.0 9.849000e+06
Net Income 533478000.0 3.355560e+08
Change In Cash 8789000.0 -3.462500e+08
Repurchase Of Stock -232391000.0 -2.323910e+08
Effect Of Exchange Rate -20258000.0 9.820000e+05
Total Cash From Operating Activities 656467000.0 6.791670e+08
Depreciation 91036000.0 8.304900e+07
Other Cashflows From Investing Activities -400000.0 -5.900000e+05
Dividends Paid -181084000.0 -1.807930e+08
Change To Inventory -37320000.0 6.032100e+07
Change To Account Receivables -189621000.0 2.082220e+08
Change To Netincome 57036000.0 1.360390e+08
Capital Expenditures -141063000.0 -1.484270e+08
2021-10-03 2021-07-04
Investments -18472000.0 -32381000.0
Change To Liabilities 109684000.0 23662000.0
Total Cashflows From Investing Activities -139619000.0 -563115000.0
Net Borrowings 201882000.0 -207988000.0
Total Cash From Financing Activities 3865000.0 -549829000.0
Change To Operating Activities -49440000.0 -2841000.0
Issuance Of Stock 6473000.0 13711000.0
Net Income 444927000.0 301230000.0
Change In Cash 249315000.0 -706041000.0
Repurchase Of Stock -23600000.0 -193987000.0
Effect Of Exchange Rate -996000.0 -1109000.0
Total Cash From Operating Activities 386065000.0 408012000.0
Depreciation 78024000.0 76032000.0
Other Cashflows From Investing Activities 6000.0 593000.0
Dividends Paid -180890000.0 -161565000.0
Change To Inventory 30104000.0 -122291000.0
Change To Account Receivables -311809000.0 111044000.0
Change To Netincome 60656000.0 57536000.0
Capital Expenditures -119843000.0 -113136000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
3Q2021 1989422000 301230000
4Q2021 2359839000 444927000
4Q2021 2326128000 335556000
2Q2022 2666221000 533478000]
['quarterly_financials', 2022-04-03 2021-12-31 \
Research Development NaN 40107000.0
Effect Of Accounting Charges None None
Income Before Tax 677404000.0 342941000.0
Minority Interest NaN NaN
Net Income 533478000.0 335556000.0
Selling General Administrative 520234000.0 518708000.0
Gross Profit 1245507000.0 1012837000.0
Ebit 725273000.0 454022000.0
Operating Income 725273000.0 454022000.0
Other Operating Expenses None None
Interest Expense -33536000.0 -30430000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 143926000.0 3150000.0
Total Revenue 2666221000.0 2326128000.0
Total Operating Expenses 1940948000.0 1872106000.0
Cost Of Revenue 1420714000.0 1313291000.0
Total Other Income Expense Net -47869000.0 -111081000.0
Discontinued Operations None None
Net Income From Continuing Ops 533478000.0 339791000.0
Net Income Applicable To Common Shares 533478000.0 335556000.0
2021-10-03 2021-07-04
Research Development 40107000.0 40107000.0
Effect Of Accounting Charges None None
Income Before Tax 521673000.0 418416000.0
Minority Interest 8839000.0 8844000.0
Net Income 444927000.0 301230000.0
Selling General Administrative 485272000.0 471038000.0
Gross Profit 1061548000.0 926487000.0
Ebit 576276000.0 455449000.0
Operating Income 576276000.0 455449000.0
Other Operating Expenses None None
Interest Expense -30686000.0 -31684000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 76746000.0 117186000.0
Total Revenue 2359839000.0 1989422000.0
Total Operating Expenses 1783563000.0 1533973000.0
Cost Of Revenue 1298291000.0 1062935000.0
Total Other Income Expense Net -54603000.0 -37033000.0
Discontinued Operations None None
Net Income From Continuing Ops 444927000.0 301230000.0
Net Income Applicable To Common Shares 444927000.0 301230000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 4131363 2021-12-30
1 Vanguard 500 Index Fund 3080040 2021-12-30
2 SPDR S&P 500 ETF Trust 1541995 2022-01-30
3 Fidelity 500 Index Fund 1488911 2022-02-27
4 iShares MSCI USA Min Vol Factor ETF 1428034 2022-01-30
5 Victory Portfolios-Sycamore Established Value ... 1360000 2022-01-30
6 iShares Core S&P 500 ETF 1194398 2022-01-30
7 Vanguard Growth Index Fund 1153191 2021-12-30
8 Select Sector SPDR Fund-Consumer Staples 1107866 2022-01-30
9 Vanguard Institutional Index Fund-Institutiona... 1095659 2021-12-30
% Out Value
0 0.0283 799294799
1 0.0211 595895338
2 0.0106 303880954
3 0.0102 301147138
4 0.0098 281422660
5 0.0093 268015200
6 0.0082 235380013
7 0.0079 223107862
8 0.0076 218327152
9 0.0075 211977146 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.67
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 92
governanceScore 4.91
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 26.89
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 50.27
peerGroup Food Products
smallArms False
environmentScore 11.3
governancePercentile 0
militaryContract False]
symbol: GFF
sector: Industrials
Index: SP600
vol_30d_2yr: 6627450.78125
Sector 1YMF: -11.290000915527344
1YMF: -11.290000915527344
risk trend factor: -0.7136535886302743
beta currentRatio debtToEquity dividendRate dividendYield \
GFF 1.750892 2.829 240.206 0.36 0.0119
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
GFF 2.841 294200000 0.11648 7.736292 -255609376
grossMargins grossProfits heldPercentInstitutions industry \
GFF 0.29764 649036000 0.76782 Conglomerates
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
GFF 1689861120 -23665000 0.09435 0.1771 0.4
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
GFF 1.733357 0.669043 0.04655 1.09
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
GFF 0.0472 0.12523 0.357 49.348 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GFF 57032100 1.73 123288000 2.386 2121533056
totalRevenue trailingPE
GFF 2525786880 13.523505
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.34 | 27.29344 | 30.785079 | 34.276719 | 24.336443 | 5.440805 | 13.454833 | 35.218053 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GFF | 1.243283 | 26.34 | 6627450.78125 | 0.577684 | 0.073253 | 0.408627 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 19.47079359884851 25.376167833733334 test cv mean error, stdev (10 folds): 21.26353787148501 25.942082207774813 sell date: 2022-06-24 expected return: 0.02871376697074862 discounted return: 0.0047293569307549355 quarter return: 1.5435349322169172
['options', ('2022-07-15',)]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
beta currentRatio debtToEquity dividendRate dividendYield \
PXD 1.535843 1.541 25.456 12.34 0.0556
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PXD 9187000320 0.43846 7.828098 2404124928 0.53944
grossProfits heldPercentInstitutions industry marketCap \
PXD 9392000000 0.92214 Oil & Gas E&P 53659250688
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PXD 8265999872 0.31175 0.3288 0.46 2.26717
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PXD 2.560934 0.2003 1.404 0.12148
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PXD 0.20075 1.006 86.852 Energy 241959008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PXD 2.87 3256000000 13.457 6024999936 20952999936
trailingPE
PXD 13.618053
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 221.770004 | 243.334843 | 270.065238 | 296.795633 | 256.810952 | 15.318142 | 226.174668 | 287.447237 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PXD | 1.317982 | 221.770004 | 47391610.9375 | 0.685246 | 0.678534 | 0.490016 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 945.2115858493136 912.1408616277421 test cv mean error, stdev (10 folds): 1035.233622083089 908.8770046115551 sell date: 2022-08-26 expected return: 0.08911694869070397 discounted return: 0.0012379718739679024 quarter return: 1.1205537380651147
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.97
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.1
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.53
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.46
governancePercentile None
militaryContract False]
| exp_return | sell_date | stop_loss_price | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | pi_lower | pi_upper | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | ||||||||||||||||
| CTRA | 0.079109 | 2022-06-24 | 26.724968 | 6 | 0.012770 | 3.213649 | 11.197177 | 11.329542 | False | 24.772829 | 33.098632 | 26.540001 | Energy | SP500 | 0.421898 | 0.426886 |
| SM | 1.833752 | 2022-09-16 | 40.935598 | 90 | 0.011641 | 2.900109 | 41.847933 | 46.453124 | False | 17.175428 | 858.677611 | 39.709999 | Energy | SP600 | 1.053839 | 1.169809 |
| CEIX | 0.703694 | 2022-09-16 | 38.952538 | 90 | 0.005938 | 1.723985 | 36.226317 | 60.302806 | False | 33.159725 | 172.367879 | 46.150002 | Energy | SP600 | 0.784969 | 1.306670 |
| GFF | 0.028714 | 2022-06-24 | 25.311935 | 6 | 0.004729 | 1.543535 | 21.263538 | 25.942082 | False | 23.527549 | 31.206421 | 26.340000 | Industrials | SP600 | 0.807272 | 0.984893 |
| CAL | 0.140021 | 2022-07-22 | 25.585411 | 34 | 0.003862 | 1.425604 | 19.098450 | 17.363903 | False | 18.451506 | 49.834335 | 26.639999 | Consumer Cyclical | SP600 | 0.716909 | 0.651798 |
| GO | 0.127441 | 2022-07-22 | 38.483297 | 34 | 0.003534 | 1.383438 | 23.788533 | 17.286792 | False | 34.844785 | 58.805903 | 40.150002 | Consumer Defensive | SP400 | 0.592491 | 0.430555 |
| TWI | 0.404537 | 2022-09-23 | 16.363515 | 97 | 0.003508 | 1.380157 | 4.868335 | 6.397286 | False | 11.568359 | 50.644384 | 17.520000 | Industrials | SP600 | 0.277873 | 0.365142 |
| ROCC | 0.046128 | 2022-07-01 | 33.965317 | 13 | 0.003475 | 1.375946 | 78.012045 | 108.682301 | False | 25.772425 | 61.597917 | 37.820000 | Energy | SP600 | 2.062719 | 2.873673 |
| PTEN | 0.373995 | 2022-09-23 | 14.196362 | 97 | 0.003281 | 1.351675 | 5.602470 | 4.676791 | False | 8.927516 | 46.856304 | 15.240000 | Energy | SP600 | 0.367616 | 0.306876 |
| TALO | 0.242532 | 2022-08-26 | 16.851986 | 69 | 0.003152 | 1.335807 | 41.434579 | 71.024542 | False | 7.958516 | 67.185581 | 18.610001 | Energy | SP600 | 2.226468 | 3.816472 |
| EQT | 0.335720 | 2022-09-23 | 36.729095 | 97 | 0.002989 | 1.315937 | 32.888753 | 51.452810 | False | 26.951371 | 87.550992 | 35.939999 | Energy | SP400 | 0.915102 | 1.431631 |
| PDCE | 0.224685 | 2022-08-26 | 61.952208 | 69 | 0.002942 | 1.310286 | 70.972537 | 66.193723 | False | 41.257728 | 152.554666 | 64.779999 | Energy | SP400 | 1.095593 | 1.021823 |
| APA | 0.078037 | 2022-07-15 | 34.900311 | 27 | 0.002787 | 1.291804 | 51.470317 | 47.097832 | False | 23.522862 | 76.031049 | 39.220001 | Energy | SP500 | 1.312349 | 1.200863 |
| OXY | 0.267565 | 2022-09-16 | 52.935518 | 90 | 0.002638 | 1.274261 | 72.475170 | 60.181503 | False | 34.241460 | 133.961421 | 55.680000 | Energy | SP500 | 1.301637 | 1.080846 |
| BMY | 0.034736 | 2022-07-01 | 71.911314 | 13 | 0.002630 | 1.273354 | 81.657019 | 130.738169 | False | 69.580786 | 83.911534 | 73.769997 | Healthcare | SP500 | 1.106914 | 1.772240 |
| LNTH | 0.263882 | 2022-09-23 | 56.158554 | 97 | 0.002417 | 1.248717 | 42.361418 | 59.407850 | False | 41.211695 | 142.907880 | 60.720001 | Healthcare | SP600 | 0.697652 | 0.978390 |
| FANG | 0.246795 | 2022-09-23 | 114.195308 | 97 | 0.002277 | 1.232699 | 499.216003 | 362.450546 | False | 74.864932 | 305.714449 | 122.290001 | Energy | SP500 | 4.082231 | 2.963861 |
| EOG | 0.222561 | 2022-09-16 | 109.649840 | 90 | 0.002235 | 1.228033 | 286.672428 | 188.787778 | False | 85.952205 | 229.076908 | 111.669998 | Energy | SP500 | 2.567139 | 1.690586 |
| MPC | 0.012946 | 2022-06-24 | 82.530705 | 6 | 0.002146 | 1.218032 | 150.673043 | 163.872637 | False | 76.585435 | 101.903159 | 87.290001 | Energy | SP500 | 1.726120 | 1.877336 |
| VPU | 0.026860 | 2022-07-01 | 139.697685 | 13 | 0.002041 | 1.206325 | 285.003320 | 656.825285 | False | 134.205027 | 156.704125 | 141.440002 | error | nan | 2.015012 | 4.643844 |
| VRTX | 0.100781 | 2022-08-05 | 259.564914 | 48 | 0.002002 | 1.202061 | 1046.692658 | 1594.610568 | False | 220.538387 | 380.299695 | 263.089996 | Healthcare | SP500 | 3.978459 | 6.061084 |
| HES | 0.189160 | 2022-09-16 | 102.801291 | 90 | 0.001927 | 1.193747 | 199.071076 | 129.126257 | False | 77.116805 | 197.025981 | 102.870003 | Energy | SP500 | 1.935171 | 1.255237 |
| HSY | 0.066751 | 2022-07-22 | 203.527848 | 34 | 0.001902 | 1.191064 | 136.948658 | 93.835262 | False | 194.664264 | 249.045456 | 206.029999 | Consumer Defensive | SP500 | 0.664703 | 0.455445 |
| NFG | 0.094788 | 2022-08-05 | 66.019622 | 48 | 0.001888 | 1.189549 | 19.915629 | 15.166551 | False | 61.507768 | 84.115119 | 65.440002 | Energy | SP400 | 0.304334 | 0.231763 |
| WRB | 0.049543 | 2022-07-15 | 64.512976 | 27 | 0.001793 | 1.179114 | 37.077873 | 65.039031 | False | 61.589246 | 80.784625 | 66.820000 | Financial Services | SP500 | 0.554892 | 0.973347 |
| VAW | 0.062302 | 2022-07-22 | 162.450976 | 34 | 0.001779 | 1.177671 | 311.019478 | 418.064744 | False | 151.703710 | 199.974910 | 162.800003 | error | nan | 1.910439 | 2.567965 |
| VLO | 0.183040 | 2022-09-23 | 111.983107 | 97 | 0.001734 | 1.172834 | 348.466484 | 368.011224 | False | 82.916685 | 213.402188 | 112.440002 | Energy | SP500 | 3.099133 | 3.272956 |
| MGPI | 0.182334 | 2022-09-23 | 88.391676 | 97 | 0.001728 | 1.172170 | 117.698502 | 109.761065 | False | 68.541192 | 176.929760 | 93.139999 | error | SP600 | 1.263673 | 1.178453 |
| DVN | 0.180822 | 2022-09-23 | 54.533719 | 97 | 0.001715 | 1.170748 | 74.836474 | 61.972956 | False | 36.392750 | 134.539116 | 58.020000 | Energy | SP500 | 1.289839 | 1.068131 |
| FCN | 0.136413 | 2022-09-02 | 158.331918 | 76 | 0.001684 | 1.167423 | 109.639129 | 46.897908 | False | 137.270172 | 248.408979 | 164.020004 | error | SP400 | 0.668450 | 0.285928 |
| LLY | 0.132795 | 2022-09-02 | 286.741623 | 76 | 0.001642 | 1.162925 | 433.702332 | 286.093400 | False | 256.630723 | 423.137678 | 290.899994 | Healthcare | SP500 | 1.490898 | 0.983477 |
| CYTK | 0.164129 | 2022-09-23 | 37.270104 | 97 | 0.001568 | 1.155045 | 25.432199 | 22.221737 | False | 22.070556 | 105.413432 | 40.580002 | Healthcare | SP600 | 0.626718 | 0.547603 |
| UNM | 0.052594 | 2022-07-22 | 31.496205 | 34 | 0.001509 | 1.148775 | 21.693368 | 27.271433 | False | 26.101125 | 45.001931 | 32.560001 | Financial Services | SP400 | 0.666258 | 0.837575 |
| NTCT | 0.149942 | 2022-09-23 | 31.484950 | 97 | 0.001441 | 1.141690 | 10.486504 | 6.078588 | True | 26.865459 | 53.375360 | 32.930000 | Technology | SP600 | 0.318448 | 0.184591 |
| VIVO | 0.147274 | 2022-09-23 | 25.523243 | 97 | 0.001417 | 1.139178 | 15.089252 | 13.747311 | False | 17.212899 | 63.223129 | 28.500000 | error | SP600 | 0.529447 | 0.482362 |
| ROG | 0.139110 | 2022-09-23 | 242.912416 | 97 | 0.001344 | 1.131488 | 1106.816713 | 1545.323934 | False | 175.562290 | 497.248345 | 259.380005 | error | SP600 | 4.267163 | 5.957760 |
| PSX | 0.096501 | 2022-08-26 | 90.615655 | 69 | 0.001336 | 1.130695 | 310.523901 | 359.820490 | False | 59.174667 | 159.798104 | 90.510002 | Energy | SP500 | 3.430824 | 3.975478 |
| ULTA | 0.135020 | 2022-09-23 | 371.156292 | 97 | 0.001307 | 1.127635 | 2511.063421 | 3806.797803 | False | 289.517066 | 699.002964 | 395.829987 | Consumer Cyclical | SP500 | 6.343793 | 9.617255 |
| PPC | 0.071987 | 2022-08-12 | 27.768551 | 55 | 0.001265 | 1.123307 | 28.553641 | 42.014273 | False | 23.710380 | 41.721545 | 29.340000 | Consumer Defensive | SP400 | 0.973198 | 1.431979 |
| SAFT | 0.071563 | 2022-08-12 | 87.265519 | 55 | 0.001257 | 1.122565 | 48.487017 | 46.866124 | False | 82.291121 | 110.191834 | 89.279999 | error | SP600 | 0.543089 | 0.524934 |
| PXD | 0.089117 | 2022-08-26 | 219.134946 | 69 | 0.001238 | 1.120554 | 1035.233622 | 908.877005 | False | 151.472285 | 367.140542 | 221.770004 | Energy | SP500 | 4.668051 | 4.098286 |
| MDYG | 0.083659 | 2022-08-26 | 59.097468 | 69 | 0.001165 | 1.113073 | 92.566300 | 171.541962 | False | 54.502191 | 78.875188 | 59.930000 | error | nan | 1.544574 | 2.862372 |
| UTHR | 0.083539 | 2022-08-26 | 205.590196 | 69 | 0.001163 | 1.112909 | 561.166736 | 464.135091 | False | 177.424163 | 318.471631 | 219.380005 | Healthcare | SP400 | 2.557967 | 2.115667 |
| RRC | 0.119355 | 2022-09-23 | 23.097966 | 97 | 0.001163 | 1.112868 | 12.432075 | 14.151899 | False | 13.116914 | 68.042221 | 26.290001 | Energy | SP400 | 0.472882 | 0.538300 |
| TVTY | 0.054088 | 2022-08-05 | 28.783162 | 48 | 0.001098 | 1.106235 | 19.958988 | 15.095907 | False | 17.383492 | 65.810728 | 32.130001 | error | SP600 | 0.621195 | 0.469838 |
| XOM | 0.106446 | 2022-09-23 | 84.977541 | 97 | 0.001043 | 1.100692 | 148.367540 | 166.701990 | False | 63.673729 | 146.040994 | 86.120003 | Energy | SP500 | 1.722800 | 1.935694 |
| VIS | 0.071683 | 2022-08-26 | 158.763879 | 69 | 0.001004 | 1.096702 | 522.769333 | 837.226282 | False | 141.904763 | 206.522025 | 159.809998 | error | nan | 3.271193 | 5.238886 |
| CIVI | 0.082881 | 2022-09-09 | 54.477523 | 83 | 0.000960 | 1.092271 | 61.659991 | 42.567136 | True | 22.667744 | 186.729660 | 60.080002 | Energy | SP600 | 1.026298 | 0.708508 |
| HRB | 0.065149 | 2022-08-26 | 31.495698 | 69 | 0.000915 | 1.087795 | 7.292311 | 6.519292 | False | 25.831163 | 48.437875 | 33.000000 | Consumer Cyclical | SP400 | 0.220979 | 0.197554 |
| UFCS | 0.085181 | 2022-09-16 | 30.821478 | 90 | 0.000909 | 1.087155 | 14.540631 | 8.793458 | False | 25.315870 | 49.012178 | 32.570000 | error | SP600 | 0.446442 | 0.269986 |
| MUSA | 0.061499 | 2022-08-26 | 206.381239 | 69 | 0.000865 | 1.082828 | 648.006468 | 656.416182 | False | 178.450809 | 312.061296 | 219.949997 | Consumer Cyclical | SP400 | 2.946154 | 2.984388 |
| MCK | 0.079852 | 2022-09-16 | 289.359251 | 90 | 0.000854 | 1.081697 | 436.745568 | 368.056950 | False | 241.583350 | 424.776445 | 300.570007 | Healthcare | SP500 | 1.453058 | 1.224530 |
| Y | 0.041485 | 2022-08-05 | 803.100093 | 48 | 0.000847 | 1.081024 | 8115.113080 | 8822.793722 | False | 719.348022 | 1026.450524 | 830.500000 | Financial Services | SP400 | 9.771358 | 10.623472 |
| BANF | 0.022974 | 2022-07-15 | 89.740358 | 27 | 0.000842 | 1.080469 | 118.635675 | 88.263626 | False | 79.973001 | 117.537675 | 94.860001 | error | SP600 | 1.250640 | 0.930462 |
| DINO | 0.084116 | 2022-09-23 | 42.984275 | 97 | 0.000833 | 1.079612 | 75.884243 | 79.445519 | False | 28.672795 | 83.005460 | 45.000000 | Energy | SP400 | 1.686317 | 1.765456 |
| SJI | 0.062094 | 2022-09-02 | 33.462316 | 76 | 0.000793 | 1.075650 | 8.673775 | 8.038840 | False | 26.818103 | 47.822725 | 34.200001 | error | SP600 | 0.253619 | 0.235054 |
| AZO | 0.071338 | 2022-09-16 | 1912.701298 | 90 | 0.000766 | 1.072979 | 68455.145493 | 91507.589348 | False | 1592.827437 | 2860.898513 | 1992.550049 | Consumer Cyclical | SP500 | 34.355546 | 45.924864 |
| HALO | 0.069192 | 2022-09-16 | 41.688691 | 90 | 0.000744 | 1.070782 | 26.226304 | 24.400247 | False | 32.789967 | 72.112384 | 44.139999 | Healthcare | SP400 | 0.594162 | 0.552792 |
| VOX | 0.052467 | 2022-08-26 | 90.361901 | 69 | 0.000741 | 1.070560 | 142.340035 | 124.210720 | False | 82.119782 | 116.312442 | 92.860001 | error | nan | 1.532846 | 1.337613 |
| NOC | 0.004203 | 2022-06-24 | 431.628085 | 6 | 0.000699 | 1.066429 | 1104.541841 | 903.070007 | False | 417.460202 | 476.055070 | 443.929993 | Industrials | SP500 | 2.488099 | 2.034262 |
| AZPN | 0.064686 | 2022-09-23 | 181.335870 | 97 | 0.000646 | 1.061252 | 536.281327 | 511.570593 | False | 143.170519 | 283.204436 | 189.199997 | Technology | SP400 | 2.834468 | 2.703862 |
| VHT | 0.058785 | 2022-09-16 | 215.379795 | 90 | 0.000635 | 1.060130 | 393.713723 | 549.759725 | False | 194.443516 | 287.059702 | 220.210007 | error | nan | 1.787901 | 2.496525 |
| VFH | 0.003698 | 2022-06-24 | 73.691634 | 6 | 0.000615 | 1.058232 | 110.844809 | 128.669539 | False | 71.360992 | 81.731795 | 75.849998 | error | nan | 1.461369 | 1.696368 |
| CSL | 0.059229 | 2022-09-23 | 228.164325 | 97 | 0.000593 | 1.056092 | 491.752101 | 385.041404 | False | 184.515351 | 329.600366 | 234.559998 | Industrials | SP400 | 2.096487 | 1.641548 |
| VDC | 0.031737 | 2022-08-12 | 174.395859 | 55 | 0.000568 | 1.053651 | 195.945343 | 249.963928 | False | 163.454003 | 204.165815 | 177.059998 | error | nan | 1.106661 | 1.411747 |
| CVX | 0.047986 | 2022-09-23 | 142.359213 | 97 | 0.000483 | 1.045457 | 384.720340 | 510.278029 | False | 108.891275 | 219.188283 | 148.380005 | Energy | SP500 | 2.592804 | 3.438995 |
| VGT | 0.032711 | 2022-08-26 | 310.577799 | 69 | 0.000467 | 1.043851 | 1427.680409 | 1267.772455 | False | 268.470071 | 408.635401 | 319.809998 | error | nan | 4.464152 | 3.964143 |
| VCR | 0.022549 | 2022-08-05 | 219.590764 | 48 | 0.000465 | 1.043666 | 1337.174783 | 1906.398636 | False | 190.304939 | 280.308059 | 225.869995 | error | nan | 5.920108 | 8.440247 |
| ACC | 0.035051 | 2022-09-02 | 60.262937 | 76 | 0.000453 | 1.042585 | 66.265128 | 144.037066 | False | 47.871156 | 89.421380 | 64.230003 | Real Estate | SP400 | 1.031685 | 2.242520 |
| VNQ | 0.034855 | 2022-09-02 | 85.312049 | 76 | 0.000451 | 1.042346 | 167.133477 | 335.246220 | False | 74.669145 | 111.598933 | 87.699997 | error | nan | 1.905741 | 3.822648 |
| EXLS | 0.030110 | 2022-08-26 | 126.604217 | 69 | 0.000430 | 1.040347 | 207.634305 | 185.405571 | False | 104.257696 | 186.527865 | 134.259995 | error | SP600 | 1.546509 | 1.380944 |
| CVBF | 0.028650 | 2022-08-26 | 23.158519 | 69 | 0.000409 | 1.038381 | 3.320618 | 2.001984 | False | 20.179322 | 30.485194 | 24.129999 | Financial Services | SP600 | 0.137614 | 0.082967 |
| GCP | 0.032882 | 2022-09-09 | 29.308772 | 83 | 0.000390 | 1.036511 | 8.753591 | 9.621973 | False | 22.350741 | 46.007726 | 30.930000 | error | SP600 | 0.283013 | 0.311089 |
| SLY | 0.001772 | 2022-06-24 | 75.619926 | 6 | 0.000295 | 1.027520 | 137.652924 | 194.205074 | False | 73.011473 | 83.818050 | 78.089996 | error | nan | 1.762747 | 2.486939 |
| PLAB | 0.020161 | 2022-08-26 | 18.043879 | 69 | 0.000289 | 1.026971 | 4.293160 | 5.320768 | False | 13.421844 | 28.435600 | 19.150000 | Technology | SP600 | 0.224186 | 0.277847 |
| MTOR | 0.009446 | 2022-07-22 | 33.313596 | 34 | 0.000277 | 1.025767 | 25.484578 | 23.006717 | False | 26.299078 | 50.125648 | 35.939999 | error | SP600 | 0.709087 | 0.640142 |
| SPY | 0.012610 | 2022-09-23 | 358.093564 | 97 | 0.000129 | 1.011956 | 1700.987251 | 2487.216199 | False | 307.273563 | 446.672243 | 365.859985 | error | nan | 4.649285 | 6.798273 |
| SPTM | 0.010820 | 2022-09-23 | 44.329493 | 97 | 0.000111 | 1.010259 | 28.190454 | 43.995234 | False | 37.964011 | 55.253977 | 45.310001 | error | nan | 0.622168 | 0.970983 |
| PSB | 0.000256 | 2022-06-24 | 179.569511 | 6 | 0.000043 | 1.003932 | 405.853165 | 504.888406 | False | 173.171440 | 199.709270 | 185.919998 | error | SP400 | 2.182945 | 2.715622 |
| MTDR | 0.000024 | 2022-06-24 | 46.270389 | 6 | 0.000004 | 1.000371 | 55.706212 | 39.882042 | False | 41.339538 | 63.415490 | 51.200001 | Energy | SP400 | 1.088012 | 0.778946 |
| VDE | 0.000019 | 2022-06-24 | 97.742067 | 6 | 0.000003 | 1.000293 | 212.288991 | 224.133874 | False | 93.132183 | 112.484444 | 102.349998 | error | nan | 2.074147 | 2.189877 |
| SNEX | 0.000004 | 2022-06-24 | 69.437590 | 6 | 0.000001 | 1.000056 | 63.777100 | 72.866193 | False | 66.753178 | 79.624705 | 72.900002 | error | SP600 | 0.874857 | 0.999536 |
| MANT | -0.000111 | 2022-06-24 | 90.900428 | 6 | -0.000018 | 0.998304 | 75.670819 | 58.095858 | False | 87.021350 | 103.229322 | 94.790001 | Technology | SP600 | 0.798300 | 0.612890 |
| SAFM | -0.001209 | 2022-06-24 | 199.667021 | 6 | -0.000202 | 0.981627 | 459.889987 | 617.424203 | False | 191.275813 | 226.313123 | 208.309998 | Consumer Defensive | SP400 | 2.207719 | 2.963968 |
| PBF | -0.002501 | 2022-06-24 | 29.901539 | 6 | -0.000417 | 0.962335 | 30.715008 | 25.661939 | False | 26.905552 | 40.223933 | 32.980000 | Energy | SP600 | 0.931322 | 0.778106 |
| LPI | -0.002977 | 2022-06-24 | 72.115738 | 6 | -0.000497 | 0.955315 | 246.780095 | 167.320045 | False | 64.525343 | 102.373342 | 81.470001 | Energy | SP600 | 3.029092 | 2.053763 |
| COP | -0.005859 | 2022-06-24 | 88.281420 | 6 | -0.000979 | 0.913838 | 160.236742 | 144.244439 | False | 83.812214 | 103.445024 | 93.739998 | Energy | SP500 | 1.709374 | 1.538772 |
| DLTR | -0.015703 | 2022-06-24 | 140.909478 | 6 | -0.002634 | 0.784514 | 230.182910 | 351.924473 | False | 134.085832 | 162.769443 | 150.089996 | Consumer Defensive | SP500 | 1.533633 | 2.344756 |
| MRO | -0.030546 | 2022-06-24 | 21.868853 | 6 | -0.005157 | 0.621470 | 13.816439 | 12.742005 | False | 20.325381 | 26.968103 | 24.150000 | Energy | SP500 | 0.572109 | 0.527619 |